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This paper is concerned with sample path properties of isotropic Gaussian fields on compact two-point homogeneous spaces. In particular, we establish the property of strong local nondeterminism of an isotropic Gaussian field based on the…

Probability · Mathematics 2022-01-03 Tianshi Lu , Chunsheng Ma , Yimin Xiao

We study the sample paths properties of Operator scaling Gaussian random fields. Such fields are anisotropic generalizations of anisotropic self-similar random fields as anisotropic Fractional Brownian Motion. Some characteristic properties…

Probability · Mathematics 2013-02-05 M. Clausel , B. Vedel

We consider the linear stochastic wave equation driven by a Gaussian noise. We show that the solution satisfies a certain form of strong local nondeterminism and we use this property to derive the exact uniform modulus of continuity for the…

Probability · Mathematics 2019-06-19 Cheuk Yin Lee , Yimin Xiao

Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of…

Probability · Mathematics 2015-10-26 Annika Lang , Christoph Schwab

In this paper, we study modulus of continuity and rate of convergence of series of conditionally sub-Gaussian random fields. This framework includes both classical series representations of Gaussian fields and LePage series representations…

Statistics Theory · Mathematics 2015-07-29 Hermine Biermé , Céline Lacaux

In this paper we study the asymptotic behavior of the angular bispectrum of spherical random fields. Here, the asymptotic theory is developed in the framework of fixed-radius fields, which are observed with increasing resolution as the…

Probability · Mathematics 2011-02-11 Domenico Marinucci

We study the regularity properties of Gaussian fields defined over spheres cross time. In particular, we consider two alternative spectral decompositions for a Gaussian field on $\mathbb{S}^d \times \mathbb{R}$. For each decomposition, we…

Probability · Mathematics 2018-01-25 Jorge Clarke de La Cerda , Alfredo Alegría , Emilio Porcu , Jorge De La Cerda

We investigate the relationship between ergodicity and asymptotic Gaussianity of isotropic spherical random fields, in the high-resolution (or high-frequency) limit. In particular, our results suggest that under a wide variety of…

Probability · Mathematics 2015-05-14 Domenico Marinucci , Giovanni Peccati

We provide a method for fast and exact simulation of Gaussian random fields on spheres having isotropic covariance functions. The method proposed is then extended to Gaussian random fields defined over spheres cross time and having…

Computation · Statistics 2018-07-12 Francisco Cuevas , Emilio Porcu , Denis Allard

In this paper we provide some simple characterizations for the spherical harmonics coefficients of an isotropic random field on the sphere. The main result is a characterization of isotropic gaussian fields through independence of the…

Probability · Mathematics 2007-06-13 P. Baldi , D. Marinucci

Isotropic positive definite functions on spheres play important roles in spatial statistics, where they occur as the correlation functions of homogeneous random fields and star-shaped random particles. In approximation theory, strictly…

Probability · Mathematics 2013-10-02 Tilmann Gneiting

This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…

Statistics Theory · Mathematics 2015-10-30 Wei-Liem Loh

In this PhD Thesis we investigate the geometry of random fields on compact Riemannian manifolds, in particular the two-dimensional sphere. In the first part, we characterize isotropic Gaussian fields on homogeneous spaces of a compact group…

Probability · Mathematics 2016-05-12 Maurizia Rossi

In the present survey we present some of the recent results concerning the geometry of nodal lines of random Gaussian eigenfunctions (in case of spectral degeneracies) or wavepackets and related issues. The most fundamental example, where…

Mathematical Physics · Physics 2011-03-02 Igor Wigman

We introduce a simple representation for isotropic spherical random fields and we discuss how it allows to discuss different notions of sparsity under isotropy. We also show how a suitable construction of sparse fields can mimic well the…

Probability · Mathematics 2026-01-30 Giacomo Greco , Domenico Marinucci

Let $X=\{X(t),t\in\mathrm{R}^N\}$ be a centered real-valued operator-scaling Gaussian random field with stationary increments, introduced by Bierm\'{e}, Meerschaert and Scheffler (Stochastic Process. Appl. 117 (2007) 312-332). We prove that…

Statistics Theory · Mathematics 2015-06-03 Yuqiang Li , Wensheng Wang , Yimin Xiao

We study the representations of tensor random fields on the sphere basing on the theory of representations of the rotation group. Introducing specific components of a tensor field and imposing the conditions of weak isotropy and mean square…

Probability · Mathematics 2012-02-15 Nikolai Leonenko , Ludmila Sakhno

We find sufficient conditions for the existence of an exact uniform modulus continuity for the class of $q$-isotropic Gaussian random fields introduced in [8]. We apply the result to a $d$-dimensional version of the $B^{\gamma}$ Gaussian…

Probability · Mathematics 2022-11-08 Adrián Hinojosa-Calleja

We prove the regularity of solutions to the strain tensor equation on a region $S$ with the Gauss curvature changing sign. Furthermore, we obtain the density property that smooth infinitesimal isometries are dense in the…

Analysis of PDEs · Mathematics 2021-12-01 Liang-Biao Chen , Peng-Fei Yao

We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular,…

Probability · Mathematics 2015-01-29 Paolo Baldi , Maurizia Rossi
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