Series representations and simulations of isotropic random fields in the Euclidean space

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Authors
Ma, Z.
Ma, C.
Issue Date
2021-12-07
Type
Article
Language
en_US
Keywords
Bessel function , Covariance function , Isotropy , Random field , Ultraspherical polynomials
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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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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.
Publisher
American Mathematical Society
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ISSN
1547-7363
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