Gaussian random fields on the sphere and sphere cross line

2018/12/05 by Ν. H. Bingham, Bingham, N. H., Tasmin L. Symons +1
Economics, Econometrics and Finance · Mathematics · #Stochastic processes and financial applications #Geometry and complex manifolds

paper · pdf · doi:10.48550/arxiv.1812.02103

Abstract

We review the Dudley integral for the Belyaev dichotomy applied to Gaussian processes on spheres, and discuss the approximate (or restricted) continuity of paths in the discontinuous case. We discuss also the spatio-temporal case, of sphere cross line. In the continuous case, we investigate the link between the smoothness of paths and the decay rate of the angular power spectrum, following Tauberian work of the first author, Malyarenko, and Lang and Schwab.

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