Time-varying isotropic vector random fields on compact two-point homogeneous spaces

DOI10.1007/s10959-018-0872-7zbMath1444.60042arXiv1811.05837OpenAlexW2964257136WikidataQ128735941 ScholiaQ128735941MaRDI QIDQ2297325

Anatoliy Malyarenko, Chunsheng Ma

Publication date: 18 February 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1811.05837

zbMATH Keywords

Jacobi polynomialsisotropystationarityGaussian random fieldcovariance matrix functionelliptically contoured random field

Mathematics Subject Classification ID

Random fields (60G60) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Related Items (11)

Stochastic comparison for elliptically contoured random fields ⋮ Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces ⋮ Vector random fields on the probability simplex with metric-dependent covariance matrix functions ⋮ Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres ⋮ Gaussian random fields on the product of spheres: theory and applications ⋮ Fractional stochastic partial differential equation for random tangent fields on the sphere ⋮ Non-universal fluctuations of the empirical measure for isotropic stationary fields on \(\mathbb{S}^2\times \mathbb{R} \) ⋮ Covariance Models and Simulation Algorithm for Stationary Vector Random Fields on Spheres Crossed with Euclidean Spaces ⋮ Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces ⋮ Isotropic covariance matrix functions on compact two-point homogeneous spaces ⋮ Spectral analysis of multifractional LRD functional time series

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