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Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces
Wichita State University, USA.ORCID iD: 0000-0002-6389-7914
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. (Mathematics/Applied Mathematics)ORCID iD: 0000-0002-0139-0747
(English)In: Journal of theoretical probability, ISSN 0894-9840, E-ISSN 1572-9230Article in journal (Refereed) Epub ahead of print
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 a compact connected two-point homogeneous space and stationary on a temporal domain. A series representation is presented for such a vector random field which involves 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-41692DOI: 10.1007/s10959-018-0872-7OAI: oai:DiVA.org:mdh-41692DiVA, id: diva2:1271719
Available from: 2018-12-18 Created: 2018-12-18 Last updated: 2018-12-21Bibliographically approved

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Malyarenko, Anatoliy

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