乘积空间上的Rudin扩展定理,球上的转弯带和随机场

IF 1.5 2区 数学 Q2 STATISTICS & PROBABILITY Bernoulli Pub Date : 2022-04-11 DOI:10.3150/22-bej1506
E. Porcu, Samuel F. Feng, X. Emery, A. Peron
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引用次数: 0

摘要

径向对称的特征函数具有双重解释,因为它们可以用作空间随机场的各向同性相关函数。从球到$d$维欧氏空间的各向同性相关函数的扩展,$\R^{d}$,在Rudin之后已经被理解了。然而,乘积空间上的可拓定理是难以捉摸的,Rudin在矩形上提供的反例表明这个问题相当具有挑战性。对于任意两个正整数$d$和$\dd$,本文给出了定义在$\R^d$叉中的球中的多径向特征函数的扩张定理,这些球要么是$\R^{\dd}$,要么是嵌入在$\R{\dd+1}$中的单位球面$\S^{\ dd}$。然后,我们研究了Turning Bands算子,该算子提供了给定乘积空间中的一类多径向相关函数与具有不同维度的乘积空间中多径向相关之间的双射。可拓定理与转动带的结合提供了与球中定义的随机场的联系,这些场穿过线性或圆形时间。
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Rudin extension theorems on product spaces, turning bands, and random fields on balls cross time
Characteristic functions that are radially symmetric have a dual interpretation, as they can be used as the isotropic correlation functions of spatial random fields. Extensions of isotropic correlation functions from balls into $d$-dimensional Euclidean spaces, $\R^{d}$, have been understood after Rudin. Yet, extension theorems on product spaces are elusive, and a counterexample provided by Rudin on rectangles suggest that the problem is quite challenging. This paper provides extension theorem for multiradial characteristic functions that are defined in balls embedded in $\R^d$ cross, either $\R^{\dd}$ or the unit sphere $\S^{\dd}$ embedded in $\R^{\dd+1}$, for any two positive integers $d$ and $\dd$. We then examine Turning Bands operators that provide bijections between the class of multiradial correlation functions in given product spaces, and multiradial correlations in product spaces having different dimensions. The combination of extension theorems with Turning Bands provides a connection with random fields that are defined in balls cross linear or circular time.
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来源期刊
Bernoulli
Bernoulli 数学-统计学与概率论
CiteScore
3.40
自引率
0.00%
发文量
116
审稿时长
6-12 weeks
期刊介绍: BERNOULLI is the journal of the Bernoulli Society for Mathematical Statistics and Probability, issued four times per year. The journal provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work. BERNOULLI will publish: Papers containing original and significant research contributions: with background, mathematical derivation and discussion of the results in suitable detail and, where appropriate, with discussion of interesting applications in relation to the methodology proposed. Papers of the following two types will also be considered for publication, provided they are judged to enhance the dissemination of research: Review papers which provide an integrated critical survey of some area of probability and statistics and discuss important recent developments. Scholarly written papers on some historical significant aspect of statistics and probability.
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