Browsing Mathematics, Statistics, and Physics by Subject "Direct covariance"
Now showing items 111 of 11

Covariance matrix functions of isotropic vector random fields
(Taylor & Francis Group, 20140515)An isotropic scalar or vector random field is a secondorder 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
(Springer International Publishing AG, 201508)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
(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. ... 
Kdifferenced vector random fields
(SIAM Publ., 2019)A thintailed vector random field, referred to as a Kdifferenced vector random field, is introduced. Its finitedimensional densities are the differences of two Besse! functions of second order, whenever they exist, and ... 
MittagLeffler vector random fields with MittagLeffler direct and cross covariance functions
(Springer Heidelberg, 201310)In terms of the twoparameter MittagLeffler function with specified parameters, this paper introduces the MittagLeffler vector random field through its finitedimensional characteristic functions, which is essentially ... 
Multifractional vector Brownian motions, their decompositions, and generalizations
(Taylor & Francis Group, 20150504)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
(Elsevier, 202001)This paper deals with a class of secondorder 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
(Springer, 201208)This paper presents the characterization of the covariance matrix function of a Gaussian or secondorder 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
(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
(Elsevier, 201303)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 secondorder vector ... 
Vector stochastic processes with PolyaType correlation structure
(Wiley, 201708)This paper introduces a simple method to construct a stationary process on the real line with a Polyatype covariance function and with any infinitely divisible marginal distribution, by randomising the timescale of the ...