Series representations of isotropic vector random fields on balls
Lu, Tianshi Leonenko, Nikolai N. Ma, Chunsheng
Lu, Tianshi
Leonenko, Nikolai N.
Ma, Chunsheng
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2020-01
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Article
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Keywords
Covariance matrix function,Cross covariance,Direct covariance,Distance on the unit ball,Elliptically contoured random field
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Citation
Lu, Tianshi; Leonenko, Nikolai N.; Ma, Chunsheng. 2020. Series representations of isotropic vector random fields on balls. Statistics & Probability Letters, vol. 156, January 2020, art. no. 108583
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.
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Elsevier
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Statistics & Probability Letters;v.156:art. no.108583
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0167-7152