涉及超环面的广义积空间上的多元高斯随机场

IF 0.4 Q4 STATISTICS & PROBABILITY
F. Bachoc, A. Peron, E. Porcu
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引用次数: 1

摘要

本文讨论了在广义乘积空间上定义的多变量高斯随机场,它涉及超轨道。高斯性的假设意味着有限维分布完全由协方差函数指定,在这种情况下是矩阵值映射。我们首先考虑频谱表示,这反过来又允许对这种协方差函数进行表征。然后,我们提供了一些构造这些矩阵值映射的方法。最后,我们考虑了避免径向对称(在空间统计学中称为各向同性)的策略,并为这种更普遍的情况提供了表示定理。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Multivariate Gaussian Random Fields over Generalized Product Spaces involving the Hypertorus
The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the covariance functions, being in this case matrix valued mappings. We start by considering the spectral representations that in turn allow for a characterization of such covariance functions. We then provide some methods for the construction of these matrix valued mappings. Finally, we consider strategies to evade radial symmetry (called isotropy in spatial statistics) and provide representation theorems for such a more general case.
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来源期刊
CiteScore
1.30
自引率
0.00%
发文量
22
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