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What Is the Spectral Theory of Random Fields?
Mälardalen University, School of Education, Culture and Communication. (Mathematics/Applied Mathematics)ORCID iD: 0000-0002-0139-0747
2025 (English)In: Austrian journal of statistics, ISSN 1026597X, Vol. 54, p. 17-32Article in journal (Refereed) Published
Abstract [en]

We review the current state of the spectral theory of random functions of several variables created by Professor M. I. Yadrenko at the end of 1950s. It turns out that the spectral expansions of multi-dimensional homogeneous and isotropic random fields are governed by a pair of convex compacts and are especially simple when these compacts are simplexes. Our new result gives necessary and sufficient conditions for such a situation in terms of the group representation that defines the field.

Place, publisher, year, edition, pages
Vienna, 2025. Vol. 54, p. 17-32
Keywords [en]
random field, spectral expansion.
National Category
Probability Theory and Statistics
Research subject
Mathematics/Applied Mathematics
Identifiers
URN: urn:nbn:se:mdh:diva-68472DOI: 10.17713/ajs.v54i1.1956ISI: 001316557800001Scopus ID: 2-s2.0-85217220681OAI: oai:DiVA.org:mdh-68472DiVA, id: diva2:1898242
Available from: 2024-09-17 Created: 2024-09-17 Last updated: 2025-02-26Bibliographically approved

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