Random Fields with Multifractional Regularity Order on Heterogenous Fractal Domains

In this article, we study the effect of the geometry of a domain with variable local dimension on the regularity/singularity of the restriction of a multifractional random field on such a domain. The theories of reproducing kernel Hilbert spaces (RKHS) and generalized random fields are applied. Fractional Sobolev spaces of variable order are considered as RKHSs of random fields satisfying certain elliptic multifractional pseudodifferential equations. The multifractal spectra of these random fields are trivial due to the regularity assumptions on the variable order of the fractional derivatives. In this article, we introduce a family of RKHSs defined by isomorphic identification with the trace on a compact heterogeneous fractal domain of a fractional Sobolev space of variable order. The local regularity/singularity order of functions in these spaces, which depends on the variable order of the fractional Sobolev space considered and on the local dimension of the domain, is derived. We also study the spectral properties of the family of models introduced in the mean-square sense. In the Gaussian case, random fields with sample paths having multifractional local Hölder exponent are covered in this framework.     

Spatial and Spatiotemporal Karhunen-Loève-Type Representations on Fractal Domains

Abstract

We study the spectral properties of spatial and spatiotemporal Gaussian random fields defined as the solutions to stochastic elliptic, parabolic, and hyperbolic fractional pseudodifferential equations on compact fractal domains. The fractal dimension of the domain modifies the asymptotic properties of the eigenvalues that define the pure point spectra of the covariance functions of the solutions and their Karhunen-Loève-type expansions. The eigenfunction systems involved constitute orthogonal bases of the corresponding trace spaces on fractal sets. The Hölder exponent of the sample paths of the random fields is computed in terms of the fractional order of mean-quadratic variation on their increments. Such an exponent also depends on the Hausdorff dimension of the domain.     

Representation of Gaussian isotropic spin random fields

We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin line bundles of the 2$2$-sphere. In particular, every complex Gaussian isotropic spin random field can be represented in this way. Our construction extends P. Lévy’s original idea for the spherical Brownian motion.     

Spectral representation and asymptotic properties of certain deterministic fields with innovation components

In this paper we derive the spectral and ergodic properties of a special class of homogeneous random fields, which includes an important family of evanescent random fields. Based on a derivation of the resolution of the identity for the operators generating the homogeneous field, and using the properties of measurable transformations, the spectral representation of both the field and its covariance sequence are derived. A necessary and sufficient condition for the existence of such representation is introduced. Using an analysis approach that employs the solution to the linear Diophantine equations, further characterization and modeling of the spectral properties of evanescent fields are provided by considering their spectral pseudo-density function, defined in this paper. The geometric properties of the spectral pseudo-density of the evanescent field are investigated. Finally, necessary and sufficient conditions for mean and strong ergodicity of the first and second order moments of these fields are derived. The analysis, initially carried out for complex valued random fields, is later extended to include the case of real valued fields.This work was supported in part by the EU 5th Framework IHP Program, MOUMIR Project, under Grant RTN-1999-0177. Mathematics Subject Classification (2000):62M40, 62J05     

Gaussian fields and Gaussian sheets with generalized Cauchy covariance structure

Two types of Gaussian processes, namely the Gaussian field with generalized Cauchy covariance (GFGCC) and the Gaussian sheet with generalized Cauchy covariance (GSGCC) are considered. Some of the basic properties and the asymptotic properties of the spectral densities of these random fields are studied. The associated self-similar random fields obtained by applying the Lamperti transformation to GFGCC and GSGCC are studied.     

Multidimensional covariant random fields on commutative locally compact groups

Homogeneous in the wide sense, covariant random fields on commutative local compact groups with values in finite-dimensional complex Hilbert spaces are considered. The general formula for the correlation operator of such a field is proved, as well as the spectral representation of the field itself in the form of a series of stochastic integrals with respect to orthogonal random measures.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 11, pp. 1505–1510, November, 1992.     

Unit Tangent Sphere Bundles and Two-Point Homogeneous Spaces

We characterize two-point homogeneous spaces, locally symmetric spaces, C and B-spaces via properties of the standard contact metric structure of their unit tangent sphere bundle. Further, under various conditions on a Riemannian manifold, we show that its unit tangent sphere bundle is a (locally) homogeneous contact metric space if and only if the manifold itself is (locally) isometric to a two-point homogeneous space.     

Geodesic spheres and two-point homogeneous spaces

In the Osserman conjecture and in the isoparametric conjecture it is stated that two-point homogeneous spaces may be characterized via the constancy of the eigenvalues of the Jacobi operator or the shape operator of geodesic spheres, respectively. These conjectures remain open, but in this paper we give complete positive results for similar statements about other symmetric endomorphism fields on small geodesic spheres. In addition, we derive more characteristic properties for this class of spaces by using other properties of small geodesic spheres. In particular, we study Riemannian manifolds with (curvature) homogeneous geodesic spheres. Supported by the Akademie der Naturforscher Leopoldina.     

Strict positive definiteness on products of compact two-point homogeneous spaces

We present an explicit characterization for the real, continuous, isotropic and strictly positive definite kernels on a product of compact two-point homogeneous spaces, covering almost all possible choices for the spaces. The result complements similar characterizations previously obtained for products of high-dimensional spheres.     

Linear Least Squares Estimation of Regression Models for Two-Dimensional Random Fields

We consider the problem of estimating regression models of two-dimensional random fields. Asymptotic properties of the least squares estimator of the linear regression coefficients are studied for the case where the disturbance is a homogeneous random field with an absolutely continuous spectral distribution and a positive and piecewise continuous spectral density. We obtain necessary and sufficient conditions on the regression sequences such that a linear estimator of the regression coefficients is asymptotically unbiased and mean square consistent. For such regression sequences the asymptotic covariance matrix of the linear least squares estimator of the regression coefficients is derived.     

Macroscaling Limit Theorems for Filtered Spatiotemporal Random Fields

This article addresses the problem of defining a general scaling setting in which Gaussian and non-Gaussian limit distributions of linear random fields can be obtained. The linear random fields considered are defined by the convolution of a Green kernel, satisfying suitable scaling conditions, with a non-linear transformation of a Gaussian centered homogeneous random field. The results derived cover the weak-dependence and strong-dependence cases for such Gaussian random fields. Extension to more general random initial conditions defined, for example, in terms of non-linear transformations of χ²-random fields, is also discussed. For an example, we consider the random fractional diffusion equation. The vectorial version of the limit theorems derived is also formulated, including the limit distribution of the parabolically rescaled solution to the Burgers equation in the cases of weakly and strongly dependent initial potentials.     

Singularity among selfsimilar Gaussian random fields with different scaling parameters and others

Abstract

It is shown in this paper that the probability measures generated by selfsimilar Gaussian random fields are mutually singular, whenever they have different scaling parameters. So are those generated from a selfsimilar Gaussian random field and a stationary Gaussian random field. Certain conditions are also given for the singularity of the probability measures generated from two Gaussian random fields whose covariance functions are Schoenberg–Lévy kernels, and for those from stationary Gaussian random fields with spectral densities.     

Stable cohomology of compact homogeneous spaces

The cohomology of certain compact homogeneous spaces is studied. The notion of stable cohomology (invariant under the passage to a finite covering) is introduced; examples of the calculation of this cohomology (Theorem 1) and its application to the study of the structure of compact homogeneous spaces (Theorem 2) are given. Several conjectures about properties of stable cohomology related to various areas of mathematics (such as topology and the cohomology of discrete (in particular, polycyclic) groups) are stated.     

Spectral expansions of homogeneous and isotropic tensor-valued random fields

We establish spectral expansions of tensor-valued homogeneous and isotropic random fields in terms of stochastic integrals with respect to orthogonal scattered random measures previously known only for the case of tensor rank 0. The fields under consideration take values in the 3-dimensional Euclidean space \({E^3}\) and in the space \({\mathsf{S}^2(E^3)}\) of symmetric rank 2 tensors over \({E^3}\). We find a link between the theory of random fields and the theory of finite-dimensional convex compact sets. These random fields furnish stepping-stone for models of rank 1 and rank 2 tensor-valued fields in continuum physics, such as displacement, velocity, stress, strain, providing appropriate conditions (such as the governing equation or positive-definiteness) are imposed.     

Spaces of smooth functions and distributions on infinite-dimensional compact groups

Several scales of smooth functions are introduced in the setting of connected infinite-dimensional compact groups. These are spaces of functions on the group with continuous derivatives in certain directions. We study properties of these spaces and of associated distribution spaces. Some of these spaces are intrinsically associated with the infinitesimal generator of a given Gaussian convolution semigroup. One of the reasons for studying these smooth function and distribution spaces is to obtain sharp results concerning the hypoellipticity of the infinitesimal generators of Gaussian convolution semigroups, i.e., invariant sub-Laplacians on compact groups.     

Harmonic and Minimal Radial Vector Fields

We present new examples of harmonic and minimal unit vector fields. These are radial vector fields on tubular neighbourhoods about points and submanifolds in two-point homogeneous spaces and harmonic manifolds, and about characteristic curves in Sasakian space forms. This revised version was published online in August 2006 with corrections to the Cover Date.     

Variations on the cohomology of loop spaces on generalized homogeneous spaces

The cohomology of the space of loops on generalized homogeneous spaces is determined by using the Eilenberg-Moore spectral sequence. This generalizes classical results for homogeneous spaces of compact Lie groups.     

Spectral representation of intrinsically stationary fields

Transferring the concept of processes with weakly stationary increments to arbitrary locally compact Abelian groups two closely related notions arise: while intrinsically stationary random fields can be seen as a direct analog of intrinsic random functions of order k$k$ applied by G. Matheron in geostatistics, stationarizable random fields arise as a natural analog of definitizable functions in harmonic analysis. We concentrate on intrinsically stationary random fields related to finite-dimensional, translation-invariant function spaces, establish an orthogonal decomposition of random fields of this type, and present spectral representations for intrinsically stationary as well as stationarizable random fields using orthogonal vector measures.     

Optimal cubature formulas on compact homogeneous manifolds

We find lower bounds for the rate of convergence of optimal cubature formulas on sets of differentiable functions on compact homogeneous manifolds of rank I or two-point homogeneous spaces. It is shown that these lower bounds are sharp in the power scale in the case of S², the unit sphere in R³.     

A different construction of Gaussian fields from Markov chains: Dirichlet covariances

We study a class of Gaussian random fields with negative correlations. These fields are easy to simulate. They are defined in a natural way from a Markov chain that has the index space of the Gaussian field as its state space. In parallel with Dynkin's investigation of Gaussian fields having covariance given by the Green's function of a Markov process, we develop connections between the occupation times of the Markov chain and the prediction properties of the Gaussian field. Our interest in such fields was initiated by their appearance in random matrix theory.