Gaussian random fields on the sphere and sphere cross line
N. H. Bingham, Tasmin L. Symons

TL;DR
This paper reviews Gaussian processes on spheres and sphere cross line, focusing on path continuity, smoothness, and spectral decay, with implications for spatio-temporal modeling.
Contribution
It provides a comprehensive review of the Dudley integral, Belyaev dichotomy, and the relationship between path smoothness and spectral decay in Gaussian fields on spheres.
Findings
Path continuity linked to spectral decay rates
Extension to spatio-temporal sphere cross line
Insights into Gaussian process regularity
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.
Peer Reviews
No public reviews on file for this paper yet. If you reviewed it on a platform where reviews are public (OpenReview, ICLR, NeurIPS, ICML), you can paste yours below so the community can read it here.
Videos
No videos yet. Explain this paper in a talk, walkthrough, or lecture? Add one.
Taxonomy
TopicsStochastic processes and financial applications · Geometry and complex manifolds
