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(Reference retrieved automatically from Web of Science through information on FAPESP grant and its corresponding number as mentioned in the publication by the authors.)

Strict positive definiteness of multivariate covariance functions on compact two-point homogeneous spaces

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Author(s):
Bonfim, Rafaela N. ; Menegatto, Valdir A.
Total Authors: 2
Document type: Journal article
Source: JOURNAL OF MULTIVARIATE ANALYSIS; v. 152, p. 237-248, DEC 2016.
Web of Science Citations: 3
Abstract

The authors provide a characterization of the continuous and isotropic multivariate covariance functions associated to a Gaussian random field with index set varying over a compact two-point homogeneous space. Sufficient conditions for the strict positive definiteness based on this characterization are presented. Under the assumption that the space is not a sphere, a necessary and sufficient condition is given for the continuous and isotropic multivariate covariance function to be strictly positive definite. Under the same assumption, an alternative necessary and sufficient condition is also provided for the strict positive definiteness of a continuous and isotropic bivariate covariance function based on the main diagonal entries in the matrix representation for the covariance function. (C) 2016 Elsevier Inc. All rights reserved. (AU)

FAPESP's process: 14/00277-5 - Positive definite kernels and integral operators generated by them
Grantee:Valdir Antonio Menegatto
Support Opportunities: Regular Research Grants
FAPESP's process: 14/14380-2 - Positive definite functions on spheres: the matricial and parametrical versions
Grantee:Rafaela Neves Bonfim
Support Opportunities: Scholarships in Brazil - Doctorate