Time-varying isotropic vector random fields on compact two-point homogeneous spaces
Malyarenko, Anatoliy A.
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Ma, C. & Malyarenko, A. J Theor Probab (2018)
A general form of the covariance matrix function is derived in this paper for a vector random field that is isotropic and mean square continuous on a compact connected two-point homogeneous space and stationary on a temporal domain. A series representation is presented for such a vector random field which involves Jacobi polynomials and the distance defined on the compact two-point homogeneous space.
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