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dc.contributor.authorWang, Renxiang
dc.contributor.authorDu, Juan
dc.contributor.authorMa, Chunsheng
dc.identifier.citationWang, Renxiang; Du, Juan; Ma, Chunsheng. 2014. Covariance matrix functions of isotropic vector random fields. Communications in Statistics - Theory and Methods, SI: Advances in Probability and Statistics, vol. 43:no. 10-12:ppg. 2081-2093en_US
dc.descriptionClick on the DOI link to access the article (may not be free).en_US
dc.description.abstractAn isotropic scalar or vector random field is a second-order random field in (d > 2), whose covariance function or direct/cross covariance functions are isotropic. While isotropic scalar random fields have been well developed and widely used in various sciences and industries, the theory of isotropic vector random fields needs to be investigated for applications. The objective of this article is to study properties of covariance matrix functions associated with vector random fields in which are stationary, isotropic, and mean square continuous, and derives the characterizations of the covariance matrix function of the Gaussian or second-order elliptically contoured vector random field in . In particular, integral or spectral representations for isotropic and continuous covariance matrix functions are derived.en_US
dc.description.sponsorshipU.S. Department of Energy under Grant DE-SC0005359.en_US
dc.publisherTaylor & Francis Groupen_US
dc.relation.ispartofseriesCommunications in Statistics - Theory and Methods;v.43:no.10-12
dc.subjectCovariance matrix functionen_US
dc.subjectCross covarianceen_US
dc.subjectDirect covarianceen_US
dc.subjectElliptically contoured random fielden_US
dc.subjectGaussian random fielden_US
dc.subjectSpectral density matrix functionen_US
dc.subjectSpherically invariant random fielden_US
dc.titleCovariance matrix functions of isotropic vector random fieldsen_US

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