Axial symmetry for covariance functions defined over spheres has been a very popular assumption for climate, atmospheric, and environmental modeling. For Gaussian random fields defined over spheres embedded in a three-dimensional Euclidean space, maximum likelihood estimation techiques as well kriging interpolation rely on the inverse of the covariance matrix. For any collection of points where data are observed, the covariance matrix is determined through the realizations of the covariance function associated with the underlying Gaussian random field. If the covariance function is not strictly positive definite, then the associated covariance matrix might be singular. We provide conditions for strict positive definiteness of any axially symmetric covariance function. Furthermore, we find conditions for reducibility of an axially symmetric covariance function into a geodesically isotropic covariance. Finally, we provide conditions that legitimate Fourier inversion in the series expansion associated with an axially symmetric covariance function.

Bissiri, P., Peron, A., Porcu, E. (2020). Strict positive definiteness under axial symmetry on the sphere. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 34(5), 723-732 [10.1007/s00477-020-01796-y].

Strict positive definiteness under axial symmetry on the sphere

Bissiri, Pier Giovanni.;
2020

Abstract

Axial symmetry for covariance functions defined over spheres has been a very popular assumption for climate, atmospheric, and environmental modeling. For Gaussian random fields defined over spheres embedded in a three-dimensional Euclidean space, maximum likelihood estimation techiques as well kriging interpolation rely on the inverse of the covariance matrix. For any collection of points where data are observed, the covariance matrix is determined through the realizations of the covariance function associated with the underlying Gaussian random field. If the covariance function is not strictly positive definite, then the associated covariance matrix might be singular. We provide conditions for strict positive definiteness of any axially symmetric covariance function. Furthermore, we find conditions for reducibility of an axially symmetric covariance function into a geodesically isotropic covariance. Finally, we provide conditions that legitimate Fourier inversion in the series expansion associated with an axially symmetric covariance function.
Articolo in rivista - Articolo scientifico
Axial symmetry; Covariance function; Fourier inversion; Reducibility;
English
2020
34
5
723
732
partially_open
Bissiri, P., Peron, A., Porcu, E. (2020). Strict positive definiteness under axial symmetry on the sphere. STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 34(5), 723-732 [10.1007/s00477-020-01796-y].
File in questo prodotto:
File Dimensione Formato  
Bissiri-2020-Stochastic Environ Res Risk Assess-AAM.pdf

accesso aperto

Descrizione: Original Article
Tipologia di allegato: Author’s Accepted Manuscript, AAM (Post-print)
Licenza: Altro
Dimensione 313.61 kB
Formato Adobe PDF
313.61 kB Adobe PDF Visualizza/Apri
Bissiri-2020-Stochastic Environ Res Risk Assess-VoR .pdf

Solo gestori archivio

Descrizione: Original Article
Tipologia di allegato: Publisher’s Version (Version of Record, VoR)
Licenza: Tutti i diritti riservati
Dimensione 300.88 kB
Formato Adobe PDF
300.88 kB Adobe PDF   Visualizza/Apri   Richiedi una copia

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/443679
Citazioni
  • Scopus 5
  • ???jsp.display-item.citation.isi??? 6
Social impact