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The dimple problem related to space–time modeling under the Lagrangian framework

Lookup NU author(s): Dr Alfredo Alegria Jimenez, Professor Emilio Porcu

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Abstract

© 2017 Elsevier Inc. Space–time covariance modeling under the Lagrangian framework has been especially popular to study atmospheric phenomena in the presence of transport effects, such as prevailing winds or ocean currents, which are incompatible with the assumption of full symmetry. In this work, we assess the dimple problem (Kent et al., 2011) for covariance functions coming from transport phenomena. We consider two important cases: the spatial domain can be either the d-dimensional Euclidean space Rd or the spherical shell of Rd. The choice is relevant for the type of metric chosen to describe spatial dependence. In particular, in Euclidean spaces, we work under very general assumptions with the case of radial symmetry being deduced as a corollary of a more general result. We illustrate through examples that, under this framework, the dimple is a natural and physically interpretable property.


Publication metadata

Author(s): Alegria A, Porcu E

Publication type: Article

Publication status: Published

Journal: Journal of Multivariate Analysis

Year: 2017

Volume: 162

Pages: 110-121

Print publication date: 01/11/2017

Online publication date: 22/09/2017

Acceptance date: 07/09/2017

ISSN (print): 0047-259X

ISSN (electronic): 1095-7243

Publisher: Academic Press Inc.

URL: https://doi.org/10.1016/j.jmva.2017.09.001

DOI: 10.1016/j.jmva.2017.09.001


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