Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces

Chunsheng Ma; Anatoliy Malyarenko

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arXiv · 1811.05837

Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces

Chunsheng Ma·Anatoliy Malyarenko

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Abstract

A general form of the covariance matrix function is derived in this paper for a vector random field that is isotropic and mean square continuous on a compact connected two-point homogeneous space and stationary on a temporal domain. A series representation is presented for such a vector random field, which involve Jacobi polynomials and the distance defined on the compact two-point homogeneous space.

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BibTeX RIS

Chunsheng Ma, Anatoliy Malyarenko. 2018-11-14. Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces. https://arxiv.org/abs/1811.05837

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