Mat\'{e}rn Class Tensor-Valued Random Fields and Beyond
Probability
2018-05-04 v1
Abstract
We construct classes of homogeneous random fields on a three-dimensional Euclidean space that take values in linear spaces of tensors of a fixed rank and are isotropic with respect to a fixed orthogonal representation of the group of orthogonal matrices. The constructed classes depend on finitely many isotropic spectral densities. We say that such a field belong to either the Mat\'{e}rn or the dual Mat\'{e}rn class if all of the above densities are Mat\'{e}rn or dual Mat\'{e}rn. Several examples are considered.
Keywords
Cite
@article{arxiv.1701.07345,
title = {Mat\'{e}rn Class Tensor-Valued Random Fields and Beyond},
author = {Nikolai Leonenko and Anatoliy Malyarenko},
journal= {arXiv preprint arXiv:1701.07345},
year = {2018}
}
Comments
37 pages, no figures