The dimple problem related to space-time modeling under the Lagrangian framework

JOURNAL OF MULTIVARIATE ANALYSIS

卷:162

Article

Alegria, Alfredo¹  Porcu, Emilio^1,2 

[1] Newcastle Univ, Sch Math & Stat, Newcastle Upon Tyne, Tyne & Wear, England

[2] Univ Tecn Federico Santa Maria, Dept Matemat, Valparaiso, Chile

关键词: Covariance functions;    Random fields;    Rotation group;    Transport effects;   

DOI  :  10.1016/j.jmva.2017.09.001

来源: Elsevier

【 摘 要 】

Space-time covariance modeling under the Lagrangian framework has been especially popular to study atmospheric phenomena in the presence of transport effects, such as prevailing winds or ocean currents, which are incompatible with the assumption of full symmetry. In this work, we assess the dimple problem (Kent et al., 2011) for covariance functions coming from transport phenomena. We consider two important cases: the spatial domain can be either the d-dimensional Euclidean space Rd or the spherical shell of Rd. The choice is relevant for the type of metric chosen to describe spatial dependence. In particular, in Euclidean spaces, we work under very general assumptions with the case of radial symmetry being deduced as a corollary of a more general result. We illustrate through examples that, under this framework, the dimple is a natural and physically interpretable property. (C) 2017 Elsevier Inc. All rights reserved.

【 授权许可】

Free