Brownian Manifolds, Negative Type and Geo-temporal Covariances
Probability
2017-01-02 v2
Abstract
We survey Brownian manifolds -- manifolds that can parametrise Brownian motion -- and those that cannot. We consider covariances of space-time processes, particularly those when space is the sphere -- geo-temporal processes. There are connections with functions of negative type.
Keywords
Cite
@article{arxiv.1612.06431,
title = {Brownian Manifolds, Negative Type and Geo-temporal Covariances},
author = {N. H. Bingham and Aleksander Mijatović and Tasmin L. Symons},
journal= {arXiv preprint arXiv:1612.06431},
year = {2017}
}
Comments
12 pages; corrected typos and acknowledgement