Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces
Artikel i vetenskaplig tidskrift, 2020

Gaussian random fields defined over compact two-point homogeneous spaces are considered and Sobolev regularity and Hölder 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.

Random fields

Approximation

Compact two-point homogeneous spaces

Angular power spectrum

Covariance kernel

Hölder regularity

Författare

Galatia Cleanthous

Trinity College Dublin

Athanasios G. Georgiadis

Trinity College Dublin

Annika Lang

Chalmers, Matematiska vetenskaper, Tillämpad matematik och statistik

Emilio Porcu

Trinity College Dublin

Millennium Nucleus Center for the Discovery of Structures in Complex Data

Stochastic Processes and their Applications

0304-4149 (ISSN)

Vol. In Press

Approximation och simulering av Lévy-drivna SPDE

Vetenskapsrådet (VR), 2015-01-01 -- 2018-12-31.

Ämneskategorier

Beräkningsmatematik

Sannolikhetsteori och statistik

Matematisk analys

DOI

10.1016/j.spa.2020.02.003

Mer information

Senast uppdaterat

2020-07-01