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Bochner spectral measure of a continuous stationary field covariance
Statement
Assume the Axiom of Choice and Dependent Choice. Let , , with its usual locally compact Hausdorff topology, and let be a real wide-stationary field whose covariance function is continuous on . There is a unique finite positive Radon measure on the Pontryagin dual such that and . This is a measure representation and makes no density assertion.
Facts & Assumptions
Given: AC, DC, the usual locally compact Hausdorff additive group , and a real wide-stationary field on with continuous covariance function .
AC says every family of nonempty sets has a choice function. The Axiom of Choice
DC supplies an -indexed chain for every total relation with a prescribed starting point. The axiom of dependent choice: a relation in which every element is related to something admits an -indexed chain
Random fields, stationarity, covariance, and variograms: wide stationarity means square-integrable coordinates, one constant mean, and .
Covariance kernels of square-integrable fields are positive semidefinite: every finite real covariance matrix of field coordinates is symmetric and positive semidefinite.
Positive definite functions on an abelian group: a function on an abelian group is positive definite when every finite complex quadratic form with conjugated coefficients is a nonnegative real number.
The Fourier transform on an LCA group and The Pontryagin dual with the compact-open topology: for a locally compact Hausdorff abelian group , is its group of continuous circle-valued characters with the compact-open topology, and is the evaluation pairing.
Bochner's theorem for LCA groups: under AC and DC, every continuous positive-definite function on an LCA group has a unique finite positive Radon representing measure on its Pontryagin dual, with total mass equal to its value at zero.
Axiom use: AC and DC are used in step 3.1 only through the LCA Bochner supplier [F5]. This theorem gives no density, path-continuity, or joint-measurability conclusion.
Proof
Given: AC, DC, , and the wide-stationary field with continuous covariance in the statement.
By wide stationarity [F1], and . Covariance symmetry in [F2] gives . For any finite , the matrix is the covariance matrix of : indeed, by evenness. Thus is real symmetric positive semidefinite by [F2].
Write any complex coefficients as with . Since is real symmetric, The imaginary cross terms cancel after interchanging and , and each real quadratic form is nonnegative by step 1.1. Therefore is positive definite in the complex-coefficient sense of [F3].
The given covariance is continuous, so it satisfies the continuity hypothesis of [F5]. The given usual topology on is locally compact, Hausdorff, and abelian, so [F4] identifies the dual and its evaluation pairing required there. Applying [F5] with the hypotheses [A1] and [A2] gives a unique finite positive Radon measure on with the displayed representation and . The zero-covariance case is included: then the mass is zero and uniqueness gives the zero measure.
Depends on
- Random fields, stationarity, covariance, and variograms
- Covariance kernels of square-integrable fields are positive semidefinite
- Positive definite functions on an abelian group
- Bochner's theorem for LCA groups
- The Fourier transform on an LCA group
- The Pontryagin dual with the compact-open topology
- The Axiom of Choice
- The axiom of dependent choice: a relation in which every element is related to something admits an $\mathbb{N}$-indexed chain
Used by
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Sources
- Evgeny Spodarev, Spatial Statistics: Lecture Notes (2024) (standard reference, not scraped)
- Evgeny Spodarev, Random Fields I: Lecture Notes (Draft, 2009) (standard reference, not scraped)
- Hermine Biermé, Introduction to random fields and scale invariance: Lecture I (2016) (standard reference, not scraped)