Time-Varying Isotropic Vector Random Fields on Compact Two-Point Homogeneous Spaces

Abstract: A general form of the covariance matrix function is derived in this paper for a vector random field that is isotropic and mean square continuous on a compact connected two-point homogeneous space and stationary on a temporal domain. A series representation is presented for such a vector random field, which involve Jacobi polynomials and the distance defined on the compact two-point homogeneous space.