Alonso-Malaver, C.E.; Porcu, E.; Giraldo, R. - In: Journal of Multivariate Analysis 133 (2015) C, pp. 251-265
The paper fixes some important properties of matrix-valued correlation functions associated to Multivariate Gaussian fields in a Euclidean space Rd. In particular, we focus (a) on the isotropic (radially symmetric) case and (b) on anisotropy obtained through isotropy between components of the...