Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces

被引：2

作者：

Lu, Tianshi ^{[1
]}

Ma, Chunsheng ^{[1
]}

Xiao, Yimin ^{[2
]}

机构：

[1] Wichita State Univ, Dept Math & Stat, Wichita, KS 67260 USA

[2] Michigan State Univ, Dept Stat & Probabil, E Lansing, MI 48824 USA

来源：

JOURNAL OF THEORETICAL PROBABILITY | 2023年 / 36卷 / 04期

关键词：

Isotropy; Jacobi polynomial; Strong local nondeterminism; Uniform modulus of continuity; POSITIVE-DEFINITE FUNCTIONS; TRAJECTORIES; REGULARITY; KERNELS;

D O I：

10.1007/s10959-022-01231-8

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper is concerned with sample path properties of real-valued isotropic Gaussian fields on compact two-point homogeneous spaces. In particular, we establish the property of strong local nondeterminism of an isotropic Gaussian field and then exploit this result to establish an exact uniform modulus of continuity for its sample paths.

引用

页码：2403 / 2425

页数：23

共 31 条

[1] Strong Local Nondeterminism and Exact Modulus of Continuity for Isotropic Gaussian Random Fields on Compact Two-Point Homogeneous Spaces
Tianshi Lu
Chunsheng Ma
Yimin Xiao
Journal of Theoretical Probability, 2023, 36 : 2403 - 2425
[2] Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces
Cleanthous, Galatia
Georgiadis, Athanasios G.
Lang, Annika
Porcu, Emilio
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2020, 130 (08) : 4873 - 4891
[3] Strong local nondeterminism and exact modulus of continuity for spherical Gaussian fields
Lan, Xiaohong
Marinucci, Domenico
Xiao, Yimin
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2018, 128 (04) : 1294 - 1315
[4] Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces
Chunsheng Ma
Anatoliy Malyarenko
Journal of Theoretical Probability, 2020, 33 : 319 - 339
[5] Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces
Ma, Chunsheng
Malyarenko, Anatoliy
JOURNAL OF THEORETICAL PROBABILITY, 2020, 33 (01) : 319 - 339
[6] Time-varying isotropic vector random fields on compact two-point homogeneous spaces
Ma, Chunsheng
Malyarenko, Anatoliy
arXiv, 2018,
[7] Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces
Galatia Cleanthous
Emilio Porcu
Philip White
TEST, 2021, 30 : 836 - 860
[8] Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces
Cleanthous, Galatia
Porcu, Emilio
White, Philip
TEST, 2021, 30 (04) : 836 - 860
[9] Exact uniform modulus of continuity for q-isotropic Gaussian random fields
Hinojosa-Calleja, Adrian
STATISTICS & PROBABILITY LETTERS, 2023, 197
[10] Isotropic Covariance Matrix Functions on Compact Two-Point Homogeneous Spaces
Tianshi Lu
Chunsheng Ma
Journal of Theoretical Probability, 2020, 33 : 1630 - 1656

← 1 2 3 4 →