Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces
Probability
2018-11-15 v1
Abstract
A general form of the covariance matrix function is derived in this paper for a vector random field that is isotropic and mean square continuous on a compact connected two-point homogeneous space and stationary on a temporal domain. A series representation is presented for such a vector random field, which involve Jacobi polynomials and the distance defined on the compact two-point homogeneous space.
Keywords
Cite
@article{arxiv.1811.05837,
title = {Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces},
author = {Chunsheng Ma and Anatoliy Malyarenko},
journal= {arXiv preprint arXiv:1811.05837},
year = {2018}
}
Comments
17 pages, no figures