Isotropic covariance matrix polynomials on spheres
Ma, Chunsheng
Ma, Chunsheng
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2016
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Article
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Keywords
Covariance matrix function,Elliptically contoured vector random field,Gaussian vector random field,Gegenbauer polynomial,Positive definite,Ultraspherical expansion,60G10,60G15,60G60,62M30
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Citation
Ma, Chunsheng. Isotropic covariance matrix polynomials on spheres. Stochastic Analysis and Applications, vol. 34:no. 4:pp 679-706
Abstract
This article characterizes the covariance matrix function of a Gaussian or elliptically contoured vector random field that is stationary, isotropic, and mean square continuous on the sphere. By applying the characterization to examine the validity of a matrix function whose entries are polynomials of degrees up to 4, we obtain a necessary and sufficient condition for the polynomial matrix to be an isotropic covariance matrix function on the sphere.
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Taylor & Francis Group
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Stochastic Analysis and Applications;vol.34:no.4
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0736-2994