English

Minimax-robust interpolation problem for periodically correlated isotropic on a sphere random field

Statistics Theory 2025-10-28 v1 Statistics Theory

Abstract

The problem of optimal linear estimation of functionals depending on the unknown values of a spatial temporal isotropic random field ζ(j,x)\zeta(j,x), which is periodically correlated with respect to discrete time argument jZj\in\mathrm Z and mean-square continuous isotropic on the unit sphere Sn{S_n} with respect to spatial argument xSnx\in{S_n}. Estimates are based on observations of the field ζ(j,x)+θ(j,x)\zeta(j,x)+\theta(j,x) at points (j,x):(j,x): jZ\{0,1,....,N}j\in Z\backslash\{0, 1, .... , N\}, xSnx\in S_{n}, where θ(j,x)\theta(j,x) is an uncorrelated with ζ(t,x)\zeta(t,x) spatial temporal isotropic random field, which is periodically correlated with respect to discrete time argument jZj\in\mathrm Z and mean-square continuous isotropic on the sphere Sn{S_n} with respect to spatial argument xSnx\in{S_n}. Formulas for calculating the mean square errors and the spectral characteristics of the optimal linear estimate of the functional are derived in the case where the spectral density matrices are exactly known. Formulas that determine the least favourable spectral density matrices and the minimax (robust) spectral characteristics are proposed in the case where the spectral density matrices are not exactly known but a class of admissible spectral density matrices is given.

Keywords

Cite

@article{arxiv.2510.22766,
  title  = {Minimax-robust interpolation problem for periodically correlated isotropic on a sphere random field},
  author = {Iryna Golichenko and Oleksandr Masyutka and Mykhailo Moklyachuk},
  journal= {arXiv preprint arXiv:2510.22766},
  year   = {2025}
}

Comments

arXiv admin note: substantial text overlap with arXiv:1606.01511

R2 v1 2026-07-01T07:06:40.897Z