Document Type
Lecture
Publication Date
3-23-2026
Abstract
In this talk, we provide an overview of several classes of multivariate Gaussian random fields, including multivariate Matérn Gaussian fields and operator fractional Brownian motion, and vector-valued operator-scaling random fields. In particular, we characterize the dependence structures (via the coherence functions) among the coordinate processes and study their effects on estimation and prediction of multivariate Gaussian random fields. This talk is based on joint papers with Jeonghwa Lee, Guanyu Yang, Xiaochuan Yang, Yuzhen Zhou.
Relational Format
presentation
Recommended Citation
Xiao, Yimin, "Multivariate Gaussian Random Fields and Their Statistical Analysis" (2026). Probability & Statistics Seminar. 75.
https://egrove.olemiss.edu/math_statistics/75
Accessibility Status
Searchable text