The repository is currently being upgraded to DSpace 7. Temporarily, only admins can login. Submission of items and changes to existing items is prohibited until the completion of this upgrade process.
Vector random fields with compactly supported covariance matrix functions
MetadataShow full item record
Du, Juan; Ma, Chunsheng.2013. Vector random fields with compactly supported covariance matrix functions. Journal of Statistical Planning and Inference, v.143 no.3 pp.457-467
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 stochastic processes or random fields. In terms of the scale mixture of compactly supported covariance matrix functions, we derive a class of second-order vector stochastic processes on the real line whose direct and cross covariance functions are of Polya type. Then some second-order vector random fields in whose direct and cross covariance functions are compactly supported are constructed by using a convolution approach and a mixture approach.
Click on the DOI link to access the article (may not be free.)
Showing items related by title, author, creator and subject.
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 ...
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 ...
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 ...