{"title":"涉及超环面的广义积空间上的多元高斯随机场","authors":"F. Bachoc, A. Peron, E. Porcu","doi":"10.1090/tpms/1176","DOIUrl":null,"url":null,"abstract":"The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the covariance functions, being in this case matrix valued mappings.\n\nWe start by considering the spectral representations that in turn allow for a characterization of such covariance functions. We then provide some methods for the construction of these matrix valued mappings. Finally, we consider strategies to evade radial symmetry (called isotropy in spatial statistics) and provide representation theorems for such a more general case.","PeriodicalId":42776,"journal":{"name":"Theory of Probability and Mathematical Statistics","volume":null,"pages":null},"PeriodicalIF":0.4000,"publicationDate":"2022-02-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"1","resultStr":"{\"title\":\"Multivariate Gaussian Random Fields over Generalized Product Spaces involving the Hypertorus\",\"authors\":\"F. Bachoc, A. Peron, E. Porcu\",\"doi\":\"10.1090/tpms/1176\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the covariance functions, being in this case matrix valued mappings.\\n\\nWe start by considering the spectral representations that in turn allow for a characterization of such covariance functions. We then provide some methods for the construction of these matrix valued mappings. Finally, we consider strategies to evade radial symmetry (called isotropy in spatial statistics) and provide representation theorems for such a more general case.\",\"PeriodicalId\":42776,\"journal\":{\"name\":\"Theory of Probability and Mathematical Statistics\",\"volume\":null,\"pages\":null},\"PeriodicalIF\":0.4000,\"publicationDate\":\"2022-02-22\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"1\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Theory of Probability and Mathematical Statistics\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1090/tpms/1176\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q4\",\"JCRName\":\"STATISTICS & PROBABILITY\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Theory of Probability and Mathematical Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1090/tpms/1176","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
Multivariate Gaussian Random Fields over Generalized Product Spaces involving the Hypertorus
The paper deals with multivariate Gaussian random fields defined over generalized product spaces that involve the hypertorus. The assumption of Gaussianity implies the finite dimensional distributions to be completely specified by the covariance functions, being in this case matrix valued mappings.
We start by considering the spectral representations that in turn allow for a characterization of such covariance functions. We then provide some methods for the construction of these matrix valued mappings. Finally, we consider strategies to evade radial symmetry (called isotropy in spatial statistics) and provide representation theorems for such a more general case.