Series representations and simulations of isotropic random fields in the Euclidean space
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Authors
Ma, Z.
Ma, C.
Advisors
Issue Date
2021-12-07
Type
Article
Keywords
Bessel function , Covariance function , Isotropy , Random field , Ultraspherical polynomials
Citation
Ma, Z., & Ma, C. (2021). Series representations and simulations of isotropic random fields in the Euclidean space. Theory of Probability and Mathematical Statistics, 105, 93-111.
Abstract
This paper introduces the series expansion for homogeneous, isotropic and mean square continuous random fields in the Euclidean space, which involves the Bessel function and the ultraspherical polynomial, but differs from the spectral representation in terms of the ordinary spherical harmonics that has more terms at each level.The series representation provides a simple and efficient approach for simulation of isotropic (non-Gaussian) random fields.
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Publisher
American Mathematical Society
Journal
Book Title
Series
Theory of Probability and Mathematical Statistics
PubMed ID
DOI
ISSN
1547-7363