Rudin Extension Theorems on Product Spaces, Turning Bands, and Random Fields on Balls cross Time

TL;DR

This paper develops extension theorems for multiradial characteristic functions on product spaces and explores Turning Bands operators, linking correlation functions in spatial and spatiotemporal random fields.

Contribution

It introduces new extension theorems for multiradial functions on product spaces and analyzes Turning Bands operators connecting correlation functions across different dimensions.

Findings

Extension theorems for multiradial functions on product spaces.

Turning Bands operators establish bijections between correlation functions in different dimensions.

Connections made between spatial and spatiotemporal random fields.

Abstract

Characteristic functions that are radially symmetric have a dual interpretation, as they can be used as the isotropic correlation functions of spatial random fields. Extensions of isotropic correlation functions from balls into $d$-dimensional Euclidean spaces, $\R^{d}$, have been understood after Rudin. Yet, extension theorems on product spaces are elusive, and a counterexample provided by Rudin on rectangles suggest that the problem is quite challenging. This paper provides extension theorem for multiradial characteristic functions that are defined in balls embedded in $\R^d$ cross, either $\R^{\dd}$ or the unit sphere $\S^{\dd}$ embedded in $\R^{\dd+1}$, for any two positive integers $d$ and $\dd$. We then examine Turning Bands operators that provide bijections between the class of multiradial correlation functions in given product spaces, and multiradial correlations in product spaces having different dimensions. The combination of extension theorems with Turning Bands provides a connection with random fields that are defined in balls cross linear or circular time.