Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces

Chunsheng Ma () and Anatoliy Malyarenko ()
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Chunsheng Ma: Wichita State University
Anatoliy Malyarenko: Mälardalen University

Journal of Theoretical Probability, 2020, vol. 33, issue 1, 319-339

Abstract: Abstract 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.

Keywords: Covariance matrix function; Elliptically contoured random field; Gaussian random field; Isotropy; Stationarity; Jacobi polynomials; 60G60; 62M10; 62M30 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s10959-018-0872-7

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