Stochastic representations of isotropic vector random fields on spheres

DOI10.1080/07362994.2015.1136562zbMath1341.60043OpenAlexW2338386626MaRDI QIDQ2814777

Chunsheng Ma

Publication date: 23 June 2016

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2015.1136562

zbMATH Keywords

Gegenbauer polynomialsGaussian random fieldcovariance matrix functioncross covariancedirect covarianceelliptically contoured random fieldstochastic representationsFunk-Hecke formulavector random fields

Mathematics Subject Classification ID

Random fields (60G60) Inference from spatial processes (62M30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15)

Related Items

Compactly-supported isotropic covariances on spheres obtained from matrix-valued covariances in Euclidean spaces ⋮ Time varying isotropic vector random fields on spheres ⋮ Spherical process models for global spatial statistics ⋮ Isotropic positive definite functions on spheres generated from those in Euclidean spaces ⋮ Isotropic random fields with infinitely divisible marginal distributions ⋮ \(\ell_1\)-symmetric vector random fields ⋮ Time varying axially symmetric vector random fields on the sphere ⋮ Series representations of isotropic vector random fields on balls ⋮ Asymmetric matrix-valued covariances for multivariate random fields on spheres ⋮ Multivariate isotropic random fields on spheres: nonparametric Bayesian modeling and \(L^p\) fast approximations ⋮ Time-varying isotropic vector random fields on compact two-point homogeneous spaces ⋮ Isotropic covariance matrix functions on compact two-point homogeneous spaces ⋮ Series representations and simulations of isotropic random fields in the Euclidean space

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Excursion probability of Gaussian random fields on sphere
• Strictly and non-strictly positive definite functions on spheres
• Stationary and isotropic vector random fields on spheres
• Isotropic variogram matrix functions on spheres
• Isotropic covariance matrix functions on all spheres
• Isotropic Gaussian processes on the Hilbert sphere
• Spectral analysis for a random process on the sphere
• Correlation theory of stationary and related random functions. Volume II: Supplementary notes and references
• When is a truncated covariance function on the line a covariance function on the circle?
• Vector random fields with compactly supported covariance matrix functions
• Estimation of the covariance function of a homogeneous process on the sphere
• On the theory of stationary random processes
• Hilbert distances and positive definite functions
• Two-point homogeneous spaces
• Positive definite functions on spheres
• RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS
• Covariance Matrix Functions of Isotropic Vector Random Fields
• Invariant Random Fields on Spaces with a Group Action
• Integral Geometry and Radon Transforms
• Multidimensional covariant random fields on commutative locally compact groups
• Vector Random Fields with Second-Order Moments or Second-Order Increments
• Gaussian processes on compact symmetric spaces
• Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
• Group representations and applied probability
• A Polya criterion for (strict) positive-definiteness on the sphere
• Stochastic Processes on a Sphere
• Spectral estimation of Gaussian random circles and spheres