Integral functionals of epsilon-correlated random fields
Jürgen vom Scheidt, Hans-Jörg Starkloff and Ralf Wunderlich
Preprint 99-4, TU Chemnitz, Faculty of Mathematics
Abstract :
In this paper asymptotic expansions for second-order moments of
integral functionals of a family of wide-sense homogeneous
epsilon-correlated fields are considered. The asymptotic expansions
are derived for epsilon tending to 0 and extend the results for integrals of
scalar and vector valued wide-sense stationary processes to the case of
multidimensional integrals.