Mat\'ern Class Tensor-Valued Random Fields and Beyond

Abstract

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× 3 orthogonal matrices. The constructed classes depend on finitely many isotropic spectral densities. We say that such a field belong to either the Mat\'ern or the dual Mat\'ern class if all of the above densities are Mat\'ern or dual Mat\'ern. Several examples are considered.

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