Matérn class tensor-valued random fields and beyond

DOI10.1007/S10955-017-1847-2MaRDI QIDQ1676561zbMATH OpenOpenAlexWikidataFDO

Authors Anatoliy Malyarenko, Nikolai N. Leonenko

Publication date 9 November 2017

Published in Journal of Statistical Physics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1701.07345

zbMATH Keywords

spectral densityhomogeneityisotropygroup representation

Mathematics Subject Classification ID

Random fields; image analysis (62M40) Random fields (60G60)

Abstract: We construct classes of homogeneous random fields on a three-dimensional Euclidean space that take values in linear spaces of tensors of a fixed rank and are isotropic with respect to a fixed orthogonal representation of the group of $3imes3$ orthogonal matrices. The constructed classes depend on finitely many isotropic spectral densities. We say that such a field belong to either the Mat'{e}rn or the dual Mat'{e}rn class if all of the above densities are Mat'{e}rn or dual Mat'{e}rn. Several examples are considered.

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Cited in

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• Random fields related to the symmetry classes of second-order symmetric tensors
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• Multivariate Gaussian Random Fields over Generalized Product Spaces involving the Hypertorus
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