A Wold-Like Decomposition of Two-Dimensional Discrete Homogeneous Random Fields

Citation
M. Francos, Joseph et al., A Wold-Like Decomposition of Two-Dimensional Discrete Homogeneous Random Fields, Annals of applied probability , 5(1), 1995, pp. 248-260
ISSN journal
10505164
Volume
5
Issue
1
Year of publication
1995
Pages
248 - 260
Database
ACNP
SICI code
Abstract
Imposing a total order on a regular two-dimensional discrete random field induces an orthogonal decomposition of the random field into two components: a purely indeterministic field and a deterministic field. The deterministic component is further orthogonally decomposed into a half-plane deterministic field and a countable number of mutually orthogonal evanescent fields. Each of the evanescent fields is generated by the column-to-column innovations of the deterministic field with respect to a different nonsymmetrical-half-plane total-ordering definition. The half-plane deterministic field has no innovations, nor column-to-column innovations, with respect to any nonsymmetrical-half-plane total-ordering definition. This decomposition results in a corresponding decomposition of the spectral measure of the regular random field into a countable sum of mutually singular spectral measures.