https://www.mdu.se/

mdu.sePublications
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
Multivariate Random Fields Evolving Temporally Over Hyperbolic Spaces
Mälardalen University, School of Education, Culture and Communication, Educational Sciences and Mathematics. (MAM)ORCID iD: 0000-0002-0139-0747
Department of Mathematics and Biotechnology, Research Center at Khalifa University, Abu Dhabi, UAE.
2024 (English)In: Journal of theoretical probability, ISSN 0894-9840, E-ISSN 1572-9230Article in journal (Refereed) Epub ahead of print
Abstract [en]

Gaussian random fields are completely characterised by their mean value and covariance function. Random fields on hyperbolic spaces have been studied to a limited extent only, namely for the case of scalar-valued fields that are not evolving over time. This paper challenges the problem of the second-order characteristics of multivariate (vector-valued) random fields that evolve temporally over hyperbolic spaces. Specifically, we characterise the continuous space–time covariance functions that are isotropic (radially symmetric) over space (the hyperbolic space) and stationary over time (the real line). Our finding is the analogue of recent findings that have been shown for the case where the space is either the n-dimensional sphere or more generally a two-point homogeneous space. Our main result can be read as a spectral representation theorem, and we also detail the main result for the subcase of covariance functions having a spectrum that is absolutely continuous with respect to the Lebesgue measure (technical details are reported below).

Place, publisher, year, edition, pages
2024.
Keywords [en]
Covariance functions Hyperbolic spaces Multivariate random fields Space–time
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-66157DOI: 10.1007/s10959-024-01316-6ISI: 001171203300001Scopus ID: 2-s2.0-85185954270OAI: oai:DiVA.org:mdh-66157DiVA, id: diva2:1841591
Funder
Mälardalen UniversityAvailable from: 2024-02-29 Created: 2024-02-29 Last updated: 2024-03-20Bibliographically approved

Open Access in DiVA

No full text in DiVA

Other links

Publisher's full textScopushttps://doi.org/10.1007/s10959-024-01316-6

Authority records

Malyarenko, Anatoliy

Search in DiVA

By author/editor
Malyarenko, Anatoliy
By organisation
Educational Sciences and Mathematics
In the same journal
Journal of theoretical probability
Probability Theory and Statistics

Search outside of DiVA

GoogleGoogle Scholar

doi
urn-nbn

Altmetric score

doi
urn-nbn
Total: 23 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf