Time varying axially symmetric vector random fields on the sphere

DOI10.1515/ROSE-2016-0018MaRDI QIDQ727503zbMATHOpenAlexFDO

Authors C. Ma

Publication date 7 December 2016

Published in Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1606.03525

zbMATH Keywords

stationarityGaussian random fieldcovariance matrix functionelliptically contoured random fieldaxially symmetric random fields

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from spatial processes (62M30) Random fields; image analysis (62M40) Gaussian processes (60G15) Random fields (60G60)

Abstract: This paper presents a general form of the covariance matrix structure for a vector random field that is axially symmetric and mean square continuous on the sphere and provides a series representation for a longitudinally reversible one. The series representation is somehow an imitator of the covariance matrix function, and both of them have simpler forms than those proposed in the literature in terms of the associated Legendre functions and are useful for modeling and simulation. Also, a general form of the covariance matrix structure is derived for a spatio-temporal vector random field that is axially symmetric and mean square continuous over the sphere, and a series representation is given for a longitudinally reversible one.

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Cited in

(6)

• Spherical process models for global spatial statistics
• Time varying isotropic vector random fields on spheres
• Covariance functions on spheres cross time: beyond spatial isotropy and temporal stationarity
• Data generation for axially symmetric processes on the sphere
• A simplified representation of the covariance structure of axially symmetric processes on the sphere
• Time-varying isotropic vector random fields on compact two-point homogeneous spaces

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