Random Oper. & Stock. Ec/u., Vol. 1, No. 2, pp. 193-203 (1993)
© VSP 1993
A problem of minimax smoothing for homogeneous
isotropic on a sphere random fields
M. P. MOKLYACHUK
Department of Mechanics and Mathematics, Kyjiv University, Kyjiv, 252017, Ukraine
Received for ROSE 2 December 1991
Abstract—The problem of the least in a square-mean linear estimation for the transformation
of a homogeneous isotropic on a sphere Sn random field £(j, x), j £ N, x 6 Sn, using observations of.
£(i>®) Ti{ h x ) f°r j ^ 0, x € Sn, where rj(j, x) is a homogeneous isotropic on a sphere Sn random
field uncorrelated with x), is considered. The least favourable spectral densities and the minimax
(robust) spectral characteristics are determined for some classes of spectral densities.
1. Let Sn be the unit sphere in the n-dimensional Euclidean space, mn(*) be the
Lebesgue measure on 5n,
x € Sn, m = 0,1,..., 1 = 1 ,2 , h(m,n),
be the orthonormal spherical harmonics of degree m,
h(m, n) = (2m + n — 2)(m + n —3)!((n —2)!m!)_1
being the number of linearly independent spherical harmonics of degree m (for properties
of spherical harmonics, see [1-3]). Let £(j, x) be a continuous in a square-mean random
field on N x S„. We call the random field <((j, x) homogeneous isotropic on a sphere if
E£2(j, x) < oo, E i(j, x) = 0
and
E £(j, x)£(k, y) = B(j - k, cos (x, y)),
where cos (x, y) — (x, y) is the “angular” distance between the points x, y 6 Sn.
A homogeneous isotropic on a sphere random field has the form [4]
oo h(m,n )
£C7»=5Z s!n(x)(L(j), (i)
m=0 1=1
dm(j)= f £(ii x)Sl m(x)mn(dx),
Jsn
Translated by the author