  Two types of Gaussian processes, namely the Gaussian field with generalized
Cauchy covariance (GFGCC) and the Gaussian sheet with generalized Cauchy
covariance (GSGCC) are considered. Some of the basic properties and the
asymptotic properties of the spectral densities of these random fields are
studied. The associated self-similar random fields obtained by applying the
Lamperti transformation to GFGCC and GSGCC are studied.
