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arxiv: 1701.07345 · v1 · pith:QRDYBUY7new · submitted 2017-01-25 · 🧮 math.PR

Mat\'{e}rn Class Tensor-Valued Random Fields and Beyond

classification 🧮 math.PR
keywords classclassesdensitiesdualfieldsfixedisotropicorthogonal
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We construct classes of homogeneous random fields on a three-dimensional Euclidean space that take values in linear spaces of tensors of a fixed rank and are isotropic with respect to a fixed orthogonal representation of the group of $3\times 3$ orthogonal matrices. The constructed classes depend on finitely many isotropic spectral densities. We say that such a field belong to either the Mat\'{e}rn or the dual Mat\'{e}rn class if all of the above densities are Mat\'{e}rn or dual Mat\'{e}rn. Several examples are considered.

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