Series representations of isotropic vector random fields on balls

Tianshi Lu, Nikolai Leonenko and Chunsheng Ma

Statistics & Probability Letters, 2020, vol. 156, issue C

Abstract: This paper deals with a class of second-order vector random fields in the unit ball of Rd, whose direct/cross covariances are invariant or isotropic with respect to a distance defined on the ball, and gives a series representation of such an isotropic vector random field. A necessary format of covariance matrix functions is also derived for isotropic and mean square continuous vector random fields on the ball.

Keywords: Covariance matrix function; Cross covariance; Direct covariance; Distance on the unit ball; Elliptically contoured random field (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (1)

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DOI: 10.1016/j.spl.2019.108583

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