Isotropic covariance matrix functions on compact two-point homogeneous spaces

DOI10.1007/S10959-019-00920-1zbMath1464.60051arXiv1905.07312OpenAlexW2951856329WikidataQ127827197 ScholiaQ127827197MaRDI QIDQ785411

Tianshi Lu, Chunsheng Ma

Publication date: 6 August 2020

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

Full work available at URL: https://arxiv.org/abs/1905.07312

zbMATH Keywords

isotropystationarityBessel functionJacobi polynomialGaussian 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 (8)

Series expansions among weighted Lebesgue function spaces and applications to positive definite functions on compact two-point homogeneous spaces ⋮ 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 ⋮ Multivariate isotropic random fields on spheres: nonparametric Bayesian modeling and \(L^p\) fast approximations ⋮ Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces ⋮ Matrix-valued positive definite kernels given by expansions: strict positive definiteness

Uses Software

• DLMF

Cites Work

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