Discrete mixture representations of spherical distributions

DOI10.1007/S00362-023-01393-5MaRDI QIDQ6423007zbMATH OpenOpenAlexWikidataFDO

Authors Ludwig Baringhaus, Rudolf Grübel

Publication date 10 January 2023

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00362-023-01393-5

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Directional data; spatial statistics (62H11)

Abstract: We obtain discrete mixture representations for parametric families of probability distributions on Euclidean spheres, such as the von Mises--Fisher, the Watson and the angular Gaussian families. In addition to several special results we present a general approach to isotropic distribution families that is based on density expansions in terms of special surface harmonics. We discuss the connections to stochastic processes on spheres, in particular random walks, discrete mixture representations derived from spherical diffusions, and the use of Markov representations for the mixing base to obtain representations for families of spherical distributions.

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