相关论文: On the characterization of isotropic Gaussian fiel…

Let $T$ be a random field invariant under the action of a compact group $G$. In the line of previous work we investigate properties of the Fourier coefficients as orthogonality and Gaussianity. In particular we give conditions ensuring that…

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…

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…

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,…

We review and study some of the properties of smooth Gaussian random fields defined on a homogeneous space, under the assumption that the probability distribution is invariant under the isometry group of the space. We first give an…

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…

We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…

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…

Many examples of natural systems can be described by random Gaussian surfaces. Much can be learned by analyzing the Fourier expansion of the surfaces, from which it is possible to determine the corresponding Hurst exponent and consequently…

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…

We establish spectral expansions of homogeneous and isotropic random fields taking values in the $3$-dimensional Euclidean space $E^3$ and in the space $\mathsf{S}^2(E^3)$ of symmetric rank $2$ tensors over $E^3$. The former is a model of…

We provide theoretical procedures and practical recipes to simulate non-Gaussian correlated, homogeneous random fields with prescribed marginal distributions and cross-correlation structure, either in a N-dimensional Cartesian space or on…

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…

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…

We show that any finite-variance, isotropic random field on a compact group is necessarily mean-square continuous, under standard measurability assumptions. The result extends to isotropic random fields defined on homogeneous spaces where…

In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit…

In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…

Many applications of Gaussian random fields and Gaussian random processes are limited by the computational complexity of evaluating the probability density function, which involves inverting the relevant covariance matrix. In this work, we…

Series expansions of isotropic Gaussian random fields on $\mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to…

Gaussian fields $(g_x)$ on $\mathbb{Z}_q^d$ are constructed from a class of reversible long range random walks $(X_t)_{t\in \mathbb{N}}$ on $\mathbb{Z}_q^d$ in arXiv:2510.22554. The construction is from taking the covariance function of…