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.