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On the admissibility of spherical spatial covariance functions in higher dimensions
Journal of Statistical Planning and Inference ( IF 0.9 ) Pub Date : 2021-07-17 , DOI: 10.1016/j.jspi.2021.07.008
Yingcai Su 1
Affiliation  

A mean zero spatial process X(t) on the n-dimensional Euclidean space Rn is isotropic if its covariance function (c.f.) is of the form: Rn(τ)=Cov[X(t),X(s)], where τ=|ts|, t, s Rn, and Rn is an admissible function on R1. An isotropic spatial process X has a bounded range of dependence if sup{τ:Rn(τ)0} <. Here we consider a class of isotropic c.f.’s Rn(τ), n=1,2, with bounded ranges of dependence, among which there are R1, the classical triangular c.f. on the real line (n=1), and R3, the spherical c.f. in dimension three (n=3). For each dimension n1, the admissibility of Rn(τ) as a c.f. in higher dimensions is studied. While it is well known that for each n1, Rn is a legitimate c.f. on Rm for all mn but it is shown that the considered Rn is not a legitimate c.f. on Rm when m>n. Thus the spherical c.f. R3 cannot be a c.f. on Rn when n>3. The issue of recognition of an isotropic c.f. on Rn is discussed, and simple procedures of constructing isotropic c.f.’s on Rn for every n1 are given. This article serves as one more reminder that caution must be taken concerning the legitimacy of a selected c.f. in the corresponding spatial dimensions.



中文翻译:

关于高维球面空间协方差函数的可接受性

平均零空间过程 X()n维欧几里得空间 电阻n 如果其协方差函数 (cf) 具有以下形式,则为各向同性: 电阻n(τ)=冠状病毒[X(),X()], 在哪里 τ=|-|, , 电阻n, 和 电阻n 是一个可接受的函数 电阻1. 各向同性空间过程X 有一个有界的依赖范围,如果 {τ电阻n(τ)0} <. 这里我们考虑一类各向同性的 cf电阻n(τ), n=1,2, 有界的依赖范围,其中有 电阻1, 实线上的经典三角形 cf (n=1), 和 电阻3, 球面 cf 在维度三 (n=3)。对于每个维度n1, 的可受理性 电阻n(τ)作为研究更高维度的 cf。虽然众所周知,对于每个n1, 电阻n 是合法的 cf 电阻 对全部 n 但它表明所考虑的 电阻n 不是合法的 cf 电阻 什么时候 >n. 因此球形 cf电阻3 不能是比照 电阻n 什么时候 n>3. 各向同性 cf 的识别问题电阻n 讨论了构建各向同性 cf 的简单程序 电阻n 对于每个 n1给出。这篇文章再次提醒我们必须谨慎对待所选 cf 在相应空间维度中的合法性。

更新日期:2021-07-29
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