论球上多元各向同性随机场的特性

Q4 Mathematics
G. Cleanthous
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引用次数: 1

摘要

我们考虑了球 Bd 上的多变量各向同性随机场。我们首先研究了它们在索波列夫空间方面的正则性。我们进一步推导了保证其协方差核的赫尔德连续性的条件,并证明了高斯随机场的样本赫尔德连续修正的存在性。此外,我们还测量了相应序列表示的截断近似误差。此外,我们的发展还得到了数值实验的支持。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
On the properties of multivariate isotropic Random fields on the Ball
We consider multivariate isotropic random fields on the ball Bd. We first study their regularity properties in terms of Sobolev spaces. We further derive conditions guaranteeing the Hölder continuity of their covariance kernels and we prove the existence of sample Hölder continuous modifications for Gaussian random fields. Furthermore, we measure the error of truncated approximations of the corresponding series' representations. Moreover our developments are supported by numerical experiments. The majority of our results are new for multivariate random fields indexed over other domains, too. We express some of them for the case of the sphere.
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来源期刊
Theory of Stochastic Processes
Theory of Stochastic Processes Mathematics-Applied Mathematics
CiteScore
0.20
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