Strictly and non-strictly positive definite functions on spheres

DOI10.3150/12-BEJSP06zbMATH Open1283.62200arXiv1111.7077MaRDI QIDQ373530FDOQ373530

Tilmann Gneiting

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Abstract: Isotropic positive definite functions on spheres play important roles in spatial statistics, where they occur as the correlation functions of homogeneous random fields and star-shaped random particles. In approximation theory, strictly positive definite functions serve as radial basis functions for interpolating scattered data on spherical domains. We review characterizations of positive definite functions on spheres in terms of Gegenbauer expansions and apply them to dimension walks, where monotonicity properties of the Gegenbauer coefficients guarantee positive definiteness in higher dimensions. Subject to a natural support condition, isotropic positive definite functions on the Euclidean space $mathbb{R}^3$, such as Askey's and Wendland's functions, allow for the direct substitution of the Euclidean distance by the great circle distance on a one-, two- or three-dimensional sphere, as opposed to the traditional approach, where the distances are transformed into each other. Completely monotone functions are positive definite on spheres of any dimension and provide rich parametric classes of such functions, including members of the powered exponential, Mat'{e}rn, generalized Cauchy and Dagum families. The sine power family permits a continuous parameterization of the roughness of the sample paths of a Gaussian process. A collection of research problems provides challenges for future work in mathematical analysis, probability theory and spatial statistics.

Full work available at URL: https://arxiv.org/abs/1111.7077

zbMATH Keywords

radial basis functionsisotropicinterpolation of scattered datacompletely monotonecovariance localizationfractal indexlocally supportedmultiquadric[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=P%EF%BF%BD%EF%BF%BDlya+criterion&go=Go P��lya criterion]Schoenberg coefficients

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Positive definite functions in one variable harmonic analysis (42A82)

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