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Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces
Mälardalen University, School of Education, Culture and Communication. (Mathematics/Applied Mathematics)ORCID iD: 0000-0002-0139-0747
Wichita State University.ORCID iD: 0000-0002-6389-7914
(English)Manuscript (preprint) (Other academic)
Abstract [en]

A general form of the covariance matrix function is derived in this paper for a vector random field that is isotropic and mean square continuous on acompact connected two-point homogeneous space and stationary on a temporal domain. A series representation is presented for such a vector random field, which involve Jacobi polynomials and the distance defined on the  compact two-point homogeneous space.

Keywords [en]
Covariance matrix function, Elliptically contoured random field, Gaussian random field, Isotropy, Stationarity, Jacobi polynomials
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-41353OAI: oai:DiVA.org:mdh-41353DiVA, id: diva2:1263326
Available from: 2018-11-15 Created: 2018-11-15 Last updated: 2018-12-05Bibliographically approved

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https://arxiv.org/abs/1811.05837

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Malyarenko, AnatoliyMa, Chunsheng
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School of Education, Culture and Communication
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CiteExportLink to record
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