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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. (MAM)ORCID iD: 0000-0002-0139-0747
2020 (English)In: Journal of theoretical probability, ISSN 0894-9840, E-ISSN 1572-9230, Vol. 33, no 1, p. 319-339Article in journal (Refereed) Published
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.

Place, publisher, year, edition, pages
2020. Vol. 33, no 1, p. 319-339
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/s10959-018-0872-7ISI: 000530548400011Scopus ID: 2-s2.0-85058616613OAI: oai:DiVA.org:mdh-41692DiVA, id: diva2:1271719
Note

This article has been recommended in ResearchGate by Sigurdur Helgason

Available from: 2018-12-18 Created: 2018-12-18 Last updated: 2020-10-07Bibliographically approved

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Publisher's full textScopushttps://doi.org/10.1007/s10959-018-0872-7

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Malyarenko, Anatoliy

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