Isotropic covariance matrix functions on all spheres

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Authors
Ma, Chunsheng
Advisors
Issue Date
2015-08
Type
Article
Keywords
Absolutely monotone function , Covariance , Cross covariance , Direct covariance , Elliptically contoured random field , Gaussian random field , Positive definite matrix
Research Projects
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Citation
Ma, Chunsheng. 2015. Isotropic covariance matrix functions on all spheres. Mathematical Geosciences, August 2015, vol. 47:no. 6:pp 699-717
Abstract

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 and continuous. These characterizations are used to derive some covariance (matrix) structures on all spheres, with certain polynomials obtained, besides some rational, (negative) power, and logarithmic models.

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Publisher
Springer International Publishing AG
Journal
Book Title
Series
Mathematical Geosciences;v.47:no.6
PubMed ID
DOI
ISSN
1874-8961
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