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Multivariate space-time data are increasingly available in various scientific disciplines. When analyzing these data, one of the key issues is to describe the multivariate space-time dependencies. Under the Gaussian framework, one needs to…

Methodology · Statistics 2016-02-10 Marc Bourotte , Denis Allard , Emilio Porcu

Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial…

Computation · Statistics 2019-12-05 Denis Allard , Xavier Emery , Céline Lacaux , Christian Lantuéjoul

Modelling spatio-temporal processes has become an important issue in current research. Since Gaussian processes are essentially determined by their second order structure, broad classes of covariance functions are of interest. Here, a new…

Statistics Theory · Mathematics 2011-02-28 Martin Schlather

The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space-time data arising from climatological and oceanographical phenomena. Indeed, a suitable specification of the covariance…

Statistics Theory · Mathematics 2017-11-23 Alfredo Alegría , Emilio Porcu , Reinhard Furrer , Jorge Mateu

Power law generalized covariance functions provide a simple model for describing the local behavior of an isotropic random field. This work seeks to extend this class of covariance functions to spatial-temporal processes for which the…

Statistics Theory · Mathematics 2013-03-20 Michael L. Stein

This paper is concerned with the construction of positive definite functions on a cartesian product of quasi-metric spaces using generalized Stieltjes and complete Bernstein functions. The results we prove are aligned with a…

Classical Analysis and ODEs · Mathematics 2020-11-20 Victor S. Barbosa , Valdir A. Menegatto

With the advent of wide-spread global and continental-scale spatiotemporal datasets, increased attention has been given to covariance functions on spheres over time. This paper provides results for stationary covariance functions of random…

Methodology · Statistics 2021-01-06 Philip White , Emilio Porcu

We give a characterization of positive definite integrable functions on a product of two Gelfand pairs as an integral of positive definite functions on one of the Gelfand pairs with respect to the Plancherel measure on the dual of the other…

Classical Analysis and ODEs · Mathematics 2020-10-02 Christian Berg

The covariance matrix function is characterized in this paper for a Gaussian or elliptically contoured vector random field that is stationary, isotropic, and mean square continuous on the compact two-point homogeneous space. Necessary and…

Probability · Mathematics 2019-05-20 Tianshi Lu , Chunsheng Ma

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

We describe positive generalized functionals in Gaussian Analysis. We focus on distribution spaces larger than the space of Hida Distributions. It is shown that a positive distribution is represented by a measure with specific growth of its…

Functional Analysis · Mathematics 2007-05-23 Yuri G. Kondratiev , Ludwig Streit , Werner Westerkamp

Considering second variations about a given minimizer of a causal variational principle, we derive positive functionals in space-time. It is shown that the strict positivity of these functionals ensures that the minimizer is nonlinearly…

Mathematical Physics · Physics 2019-02-19 Felix Finster

We present new exact solutions of the warped spherical compactifications in the higher-dimensional gravitational theory coupled to scalar and several form field strengths. We find two classes of solutions. One has a de Sitter spacetime with…

High Energy Physics - Theory · Physics 2013-04-09 Masato Minamitsuji , Kunihito Uzawa

The second-order, small-scale dependence structure of a stochastic process defined in the space-time domain is key to prediction (or kriging). While great efforts have been dedicated to developing models for cases in which the spatial…

Methodology · Statistics 2020-10-01 Jun Tang , Dale Zimmerman

We study non-linear additive functionals of stationary Gaussian fields over anisotropically growing domains in $\mathbb{R}^d$, including spatiotemporal settings, and establish Gaussian and non-Gaussian limit theorems under non-separable…

Probability · Mathematics 2026-03-10 Nikolai Leonenko , Leonardo Maini , Ivan Nourdin , Francesca Pistolato

We identify a class of continuous compactly supported functions for which the known part of the Gabor frame set can be extended. At least for functions with support on an interval of length two, the curve determining the set touches the…

Functional Analysis · Mathematics 2016-02-19 Ole Christensen , Hong Oh Kim , Rae Young Kim

The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or…

Methodology · Statistics 2016-06-29 Dionissios T. Hristopulos , Ivi C. Tsantili

A covariant hamiltonian formalism for the dynamics of compact spinning bodies in curved space-time in the test-particle limit is described. The construction allows a large class of hamiltonians accounting for specific properties and…

General Relativity and Quantum Cosmology · Physics 2016-12-21 J. W. van Holten

We consider the Buhmann class of compactly supported radial basis functions, whih includes a wealth of special cases that have been studied in both numerical analysis and spatial statistics literatures. In particular, the celebrated Wu,…

Statistics Theory · Mathematics 2016-09-28 E. Porcu , P. Zastavyi , M. Bevilacqua

Gaussian processes are arguably the most important class of spatiotemporal models within machine learning. They encode prior information about the modeled function and can be used for exact or approximate Bayesian learning. In many…

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