伪交叉变差函数的特征定理

IF 0.7 4区数学 Q3 STATISTICS & PROBABILITY

Journal of Applied Probability Pub Date : 2023-04-24 DOI:10.1017/jpr.2022.133

Christopher Dörr, M. Schlather

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引用次数: 2

摘要

伪交叉变差函数在多变量Brown-Resnick过程中自然出现，是分析和预测多变量随机场的有用工具。给出了一个矩阵值函数是伪交叉变差函数的充分必要判据，并进一步给出了一个连接伪交叉变差函数和多元相关函数的schoenberg型结果。通过这些刻画，我们将流行的单变量Gneiting时空协方差模型推广到多变量情况。

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Characterization theorems for pseudo cross-variograms

Pseudo cross-variograms appear naturally in the context of multivariate Brown–Resnick processes, and are a useful tool for analysis and prediction of multivariate random fields. We give a necessary and sufficient criterion for a matrix-valued function to be a pseudo cross-variogram, and further provide a Schoenberg-type result connecting pseudo cross-variograms and multivariate correlation functions. By means of these characterizations, we provide extensions of the popular univariate space–time covariance model of Gneiting to the multivariate case.

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来源期刊

Journal of Applied Probability 数学-统计学与概率论

CiteScore

1.50

自引率

10.00%

发文量

审稿时长

6-12 weeks

期刊介绍： Journal of Applied Probability is the oldest journal devoted to the publication of research in the field of applied probability. It is an international journal published by the Applied Probability Trust, and it serves as a companion publication to the Advances in Applied Probability. Its wide audience includes leading researchers across the entire spectrum of applied probability, including biosciences applications, operations research, telecommunications, computer science, engineering, epidemiology, financial mathematics, the physical and social sciences, and any field where stochastic modeling is used. A submission to Applied Probability represents a submission that may, at the Editor-in-Chief’s discretion, appear in either the Journal of Applied Probability or the Advances in Applied Probability. Typically, shorter papers appear in the Journal, with longer contributions appearing in the Advances.