Strictly positive definite multivariate covariance functions on spheres

Autor(es)

Guella, Jean Carlo ^[1] ; Menegatto, Valdir Antonio ^[1] ; Porcu, Emilio ^{[2, 3]}

Afiliação do(s) autor(es)

^[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

• Tipo de documento: Artigo Científico
• Fonte: JOURNAL OF MULTIVARIATE ANALYSIS; v. 166, p. 150-159, JUL 2018.
• Citações Web of Science: 5

Resumo

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)

• Processo FAPESP: 16/09906-0 - Análise harmônica, teoria da aproximação, funções especiais e aplicações
• Beneficiário: Dimitar Kolev Dimitrov
• Modalidade de apoio: Auxílio à Pesquisa - Temático