Series representations of isotropic vector random fields on balls

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Authors
Lu, Tianshi
Leonenko, Nikolai N.
Ma, Chunsheng
Issue Date
2020-01
Type
Article
Language
en_US
Keywords
Covariance matrix function , Cross covariance , Direct covariance , Distance on the unit ball , Elliptically contoured random field
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Abstract

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 representation of such an isotropic vector random field. A necessary format of covariance matrix functions is also derived for isotropic and mean square continuous vector random fields on the ball.

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Citation
Lu, Tianshi; Leonenko, Nikolai N.; Ma, Chunsheng. 2020. Series representations of isotropic vector random fields on balls. Statistics & Probability Letters, vol. 156, January 2020, art. no. 108583
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Elsevier
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ISSN
0167-7152
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