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One-step recurrences for stationary random fields on the sphere. (English) Zbl 1347.42009

Summary: Recurrences for positive definite functions in terms of the space dimension have been used in several fields of applications. Such recurrences are typically related to properties of the system of special functions characterizing the geometry of the underlying space. In the case of the sphere \({\mathbb S}^{d-1} \subset {\mathbb R}^d\), the (strict) positive definiteness of the zonal function \(f(\cos \theta)\) is determined by the signs of the coefficients in the expansion of \(f\) in terms of the Gegenbauer polynomials \(\{C^\lambda_n\}\), with \(\lambda=(d-2)/2\). Recent results show that classical differentiation and integration applied to \(f\) have positive definiteness preserving properties in this context. However, in these results the space dimension changes in steps of two. This paper develops operators for zonal functions on the sphere which preserve (strict) positive definiteness while moving up and down in the ladder of dimensions by steps of one. These fractional operators are constructed to act appropriately on the Gegenbauer polynomials \(\{C^\lambda_n\}\).

MSC:

42A82 Positive definite functions in one variable harmonic analysis
60G60 Random fields
60G10 Stationary stochastic processes
42C10 Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.)
33C45 Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.)
62M30 Inference from spatial processes

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