The dimple problem related to space-time modeling under the Lagrangian framework

DOI10.1016/J.JMVA.2017.09.001zbMATH Open1374.60093arXiv1611.09005OpenAlexW2559737498MaRDI QIDQ1679567FDOQ1679567

Authors: Emilio Porcu, Alfredo Alegria 

Publication date: 9 November 2017

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

Abstract: Space-time covariance modeling under the Lagrangian framework has been especially popular to study atmospheric phenomena in the presence of transport effects, such as prevailing winds or ocean currents, which are incompatible with the assumption of full symmetry. In this work, we assess the dimple problem (Kent et al., 2011) for covariance functions coming from transport phenomena. We work under two important cases: the spatial domain can be either the $d$-dimensional Euclidean space $mathbb{R}^d$ or the spherical shell of $mathbb{R}^d$. The choice is relevant for the type of metric chosen to describe spatial dependence. In particular, in Euclidean spaces, we work under very general assumptions with the case of radial symmetry being deduced as a corollary of a more general result. We illustrate through examples that, under this framework, the dimple is a natural and physically interpretable property.

Full work available at URL: https://arxiv.org/abs/1611.09005

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zbMATH Keywords

covariance functionsrandom fieldsrotation grouptransport effects

Mathematics Subject Classification ID

Random fields (60G60) General second-order stochastic processes (60G12)

Cites Work

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Cited In (6)

• Stochastic tropical cyclone precipitation field generation
• Towards a complete picture of stationary covariance functions on spheres cross time
• Modeling Temporally Evolving and Spatially Globally Dependent Data
• Cross-dimple in the cross-covariance functions of bivariate isotropic random fields on spheres
• Asymptotically equivalent prediction in multivariate geostatistics
• 30 years of space-time covariance functions

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