Now showing items 1-11 of 11

    • Covariance matrix functions of isotropic vector random fields 

      Wang, Renxiang; Du, Juan; Ma, Chunsheng (Taylor & Francis Group, 2014-05-15)
      An 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 ...
    • Isotropic covariance matrix functions on all spheres 

      Ma, Chunsheng (Springer International Publishing AG, 2015-08)
      This paper reviews and introduces characterizations of the covariance function on all spheres that is isotropic and continuous, and characterizations of the covariance matrix function on all spheres whose entries are ...
    • Isotropic random fields with infinitely divisible marginal distributions 

      Wang, Fangfang; Leonenko, Nikolai; Ma, Chunsheng (Taylor & Francis, 2018)
      A simple but efficient approach is proposed in this paper to construct the isotropic random field in (d 2), whose univariate marginal distributions may be taken as any infinitely divisible distribution with finite variance. ...
    • K-differenced vector random fields 

      Alsultan, Rehab; Ma, Chunsheng (SIAM Publ., 2019)
      A thin-tailed vector random field, referred to as a K-differenced vector random field, is introduced. Its finite-dimensional densities are the differences of two Besse! functions of second order, whenever they exist, and ...
    • Mittag-Leffler vector random fields with Mittag-Leffler direct and cross covariance functions 

      Ma, Chunsheng (Springer Heidelberg, 2013-10)
      In terms of the two-parameter Mittag-Leffler function with specified parameters, this paper introduces the Mittag-Leffler vector random field through its finite-dimensional characteristic functions, which is essentially ...
    • Multifractional vector Brownian motions, their decompositions, and generalizations 

      Ma, Chunsheng (Taylor & Francis Group, 2015-05-04)
      This article introduces three types of covariance matrix structures for Gaussian or elliptically contoured vector random fields in space and/or time, which include fractional, bifractional, and trifractional vector Brownian ...
    • Series representations of isotropic vector random fields on balls 

      Lu, Tianshi; Leonenko, Nikolai N.; Ma, Chunsheng (Elsevier, 2020-01)
      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 ...
    • Stationary and isotropic vector random fields on spheres 

      Ma, Chunsheng (Springer, 2012-08)
      This paper presents the characterization of the covariance matrix function of a Gaussian or second-order elliptically contoured vector random field on the sphere which is stationary, isotropic, and mean square continuous. ...
    • Stochastic representations of isotropic vector random fields on spheres 

      Ma, Chunsheng (Taylor & Francis Group, 2016)
      A stochastic representation is derived for a vector random field that is stationary, isotropic, and mean square continuous on a sphere or unit circle. The established stochastic representation is an infinite series involving ...
    • Vector random fields with compactly supported covariance matrix functions 

      Du, Juan; Ma, Chunsheng (Elsevier, 2013-03)
      The objective of this paper is to construct covariance matrix functions whose entries are compactly supported, and to use them as building blocks to formulate other covariance matrix functions for second-order vector ...
    • Vector stochastic processes with Polya-Type correlation structure 

      Ma, Chunsheng (Wiley, 2017-08)
      This paper introduces a simple method to construct a stationary process on the real line with a Polya-type covariance function and with any infinitely divisible marginal distribution, by randomising the timescale of the ...