Abstract

Geostatistical modeling is often based on the use of covariance functions, i.e., positive definite functions. However, when interpolation problems have to be solved, it is advisable to consider the subset of strictly positive definite functions. Indeed, it will be argued that ensuring strict positive definiteness for a covariance function is convenient from a theoretical and practical point of view. In this paper, an extensive analysis on strictly positive definite covariance functions has been given. The closure of the set of strictly positive definite functions with respect to the sum and the product of covariance functions defined on the same Euclidean dimensional space or on factor spaces, as well as on partially overlapped lower dimensional spaces, has been analyzed. These results are particularly useful (a) to extend strict positive definiteness in higher dimensional spaces starting from covariance functions which are only defined on lower dimensional spaces and/or are only strictly positive definite in lower dimensional spaces, (b) to construct strictly positive definite covariance functions in space–time as well as (c) to obtain new asymmetric and strictly positive definite covariance functions.

Autore Pugliese

• Posa Donato , De Iaco Sandra

Tutti gli autori

• DE IACO S. , Posa D.

Titolo volume/Rivista

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT

Anno di pubblicazione

2018

ISSN

1436-3240

ISBN

Non Disponibile

Numero di citazioni Wos

Nessuna citazione

Ultimo Aggiornamento Citazioni

Non Disponibile

Numero di citazioni Scopus

2

Ultimo Aggiornamento Citazioni

25/04/2018

Settori ERC

Non Disponibile

Codici ASJC

Non Disponibile