Abstract Gaussian random fields defined over compact two-point homogeneous spaces are considered and Sobolev regularity and Holder continuity are explored through spectral representations. It is shown how spectral properties of… Click to show full abstract
Abstract Gaussian random fields defined over compact two-point homogeneous spaces are considered and Sobolev regularity and Holder continuity are explored through spectral representations. It is shown how spectral properties of the covariance function associated to a given Gaussian random field are crucial to determine such regularities and geometric properties. Furthermore, fast approximations of random fields on compact two-point homogeneous spaces are derived by truncation of the series expansion, and a suitable bound for the error involved in such an approximation is provided.
               
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