Isotropic covariance matrix functions on compact two-point homogeneous spaces

DOI10.1007/s10959-019-00920-1zbMath1464.60051arXiv1905.07312OpenAlexW2951856329WikidataQ127827197 ScholiaQ127827197MaRDI QIDQ785411

Tianshi Lu, Chunsheng Ma

Publication date: 6 August 2020

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1905.07312

zbMATH Keywords

isotropystationarityBessel functionJacobi polynomialGaussian random fieldcovariance matrix functionelliptically contoured random field

Mathematics Subject Classification ID

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

Related Items (8)

Series expansions among weighted Lebesgue function spaces and applications to positive definite functions on compact two-point homogeneous spaces ⋮ Stochastic comparison for elliptically contoured random fields ⋮ Strong local nondeterminism and exact modulus of continuity for isotropic Gaussian random fields on compact two-point homogeneous spaces ⋮ Vector random fields on the probability simplex with metric-dependent covariance matrix functions ⋮ Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres ⋮ Multivariate isotropic random fields on spheres: nonparametric Bayesian modeling and \(L^p\) fast approximations ⋮ Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces ⋮ Matrix-valued positive definite kernels given by expansions: strict positive definiteness

Uses Software

• DLMF

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Excursion probability of Gaussian random fields on sphere
• Isotropic covariance matrix functions on all spheres
• Correlation theory of stationary and related random functions. Volume I: Basic results
• Time varying isotropic vector random fields on spheres
• Approximation of smooth functions on compact two-point homogeneous spaces
• Coordinates changed random fields on the sphere
• Time-varying isotropic vector random fields on compact two-point homogeneous spaces
• Two-point homogeneous spaces
• Positive definite functions on spheres
• Nonparametric Statistics on Manifolds and Their Applications to Object Data Analysis
• Stochastic representations of isotropic vector random fields on spheres
• RÉNYI FUNCTION FOR MULTIFRACTAL RANDOM FIELDS
• Covariance Matrix Functions of Isotropic Vector Random Fields
• Invariant Random Fields on Spaces with a Group Action
• Integral Geometry and Radon Transforms
• On Spectral Representations of Tensor Random Fields on the Sphere
• Multidimensional covariant random fields on commutative locally compact groups
• Vector Random Fields with Second-Order Moments or Second-Order Increments
• Gaussian processes on compact symmetric spaces
• Covering numbers of isotropic reproducing kernels on compact two‐point homogeneous spaces
• Positive definite functions on the unit sphere and integrals of Jacobi polynomials
• Stationary Gaussian random fields on hyperbolic spaces and on Euclidean spheres
• Isotropic positive definite functions on spheres generated from those in Euclidean spaces
• Nonparametric Inference on Manifolds
• Jacobi Polynomials, I. New Proofs of Koornwinder’s Laplace Type Integral Representation and Bateman’s Bilinear Sum

This page was built for publication: Isotropic covariance matrix functions on compact two-point homogeneous spaces