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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.)

Strictly positive definite multivariate covariance functions on spheres

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Author(s):
Guella, Jean Carlo [1] ; Menegatto, Valdir Antonio [1] ; Porcu, Emilio [2, 3]
Total Authors: 3
Affiliation:
[1] ICMC USP Sao Carlos, Dept Matemat, Caixa Postal 668, BR-13560970 Sao Carlos, SP - Brazil
[2] Newcastle Univ, Sch Math Stat & Phys, Newcastle Upon Tyne NE1 7RU, Tyne & Wear - England
[3] Univ Tecn Federico Santa Maria, Dept Matemat, Valparaiso 2360102 - Chile
Total Affiliations: 3
Document type: Journal article
Source: JOURNAL OF MULTIVARIATE ANALYSIS; v. 166, p. 150-159, JUL 2018.
Web of Science Citations: 5
Abstract

We study the strict positive definiteness of matrix-valued covariance functions associated to multivariate random fields defined over d-dimensional spheres of the (d + 1) dimensional Euclidean space. Characterization of strict positive definiteness is crucial to both estimation and cokriging prediction in classical geostatistical routines. We provide characterization theorems for high dimensional spheres as well as for the Hilbert sphere. We offer a necessary condition for positive definiteness on the circle. Finally, we discuss a parametric example which might turn to be useful for geostatistical applications. (C) 2018 Elsevier Inc. All rights reserved. (AU)

FAPESP's process: 16/09906-0 - Harmonic analysis, approximation theory and applications
Grantee:Dimitar Kolev Dimitrov
Support Opportunities: Research Projects - Thematic Grants