Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces
| Autor: | Annika Lang, Athanasios G. Georgiadis, Emilio Porcu, Galatia Cleanthous |
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| Rok vydání: | 2020 |
| Předmět: |
Statistics and Probability
Random field Covariance function Truncation Applied Mathematics Gaussian 010102 general mathematics Mathematical analysis Hölder condition 01 natural sciences Gaussian random field Sobolev space 010104 statistics & probability symbols.namesake Modeling and Simulation symbols 0101 mathematics Series expansion Mathematics |
| Zdroj: | Stochastic Processes and their Applications. 130:4873-4891 |
| ISSN: | 0304-4149 |
| Popis: | Gaussian random fields defined over compact two-point homogeneous spaces are considered and Sobolev regularity and Holder continuity are explored through spectral representations. It is shown how spectral properties of the covariance function associated to a given Gaussian random field are crucial to determine such regularities and geometric properties. Furthermore, fast approximations of random fields on compact two-point homogeneous spaces are derived by truncation of the series expansion, and a suitable bound for the error involved in such an approximation is provided. |
| Databáze: | OpenAIRE |
| Externí odkaz: |
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