Special classes of isotropic covariance functions

Abstract

In the literature classical properties concerning the class of covariance functions are well illustrated. A recent analysis has provided the conditions under which the difference between two covariance functions is still a covariance function. In this paper the properties of these new classes of models have been explored; in particular, the present analysis has been given for isotropic covariance functions, because of their importance in many applied areas; moreover, isotropic covariance functions can be considered the starting point to construct anisotropic models. It has been pointed out that these new families of models are more flexible than the traditional ones because the same models, according to the values of their parameters, are able to select covariance functions which are always positive in their domain, as well as covariance functions which could be negative in a subset of their field of definition. Moreover, within the same class of models, it is possible to select covariance models which present a parabolic behaviour near the origin from covariance models which present a linear behaviour in proximity of the origin. Apart from the theoretical importance related to the new aspects presented throughout the paper, it is relevant to underline the practical aspects, since these new classes of isotropic covariance models are characterized by an extremely simple formalism and can be easily adapted to several case studies, hence they result very useful for many practitioners.