Characterization theorems for some classes of covariance functions associated to vector valued random fields

DOI10.1016/j.jmva.2011.04.013zbMath1219.60053MaRDI QIDQ549922

Viktor P. Zastavnyi, Emilio Porcu

Publication date: 19 July 2011

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2011.04.013

zbMATH Keywords

exponentially convex functions; cross-covariance functions; latent dimensions; multivariate Laplace transforms; quasi-arithmetic operators; vector valued random fields

Mathematics Subject Classification ID

60G60: Random fields

42A82: Positive definite functions in one variable harmonic analysis

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