Time Varying Isotropic Vector Random Fields on Spheres

Chunsheng Ma ()
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Chunsheng Ma: Wichita State University

Journal of Theoretical Probability, 2017, vol. 30, issue 4, 1763-1785

Abstract: Abstract For a vector random field that is isotropic and mean square continuous on a sphere and stationary on a temporal domain, this paper derives a general form of its covariance matrix function and provides a series representation for the random field, which involve the ultraspherical polynomials. The series representation is somehow an imitator of the covariance matrix function, but differs from the spectral representation in terms of the ordinary spherical harmonics, and is useful for modeling and simulation. Some semiparametric models are also illustrated.

Keywords: Covariance matrix function; Elliptically contoured random field; Gaussian random field; Isotropic; Stationary; Ultraspherical polynomials; 60G60; 62M10; 62M30 (search for similar items in EconPapers)
Date: 2017
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Citations: View citations in EconPapers (4)

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DOI: 10.1007/s10959-016-0689-1

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