Md. Ruizmedina et Mj. Valderrama, ORTHOGONAL REPRESENTATIONS OF RANDOM-FIELDS AND AN APPLICATION TO GEOPHYSICS DATA, Journal of Applied Probability, 34(2), 1997, pp. 458-476
We present a brief summary of some results related to deriving orthogo
nal representations of second-order random fields and its application
in solving linear prediction problems. In the homogeneous and/or isotr
opic case, the spectral theory provides an orthogonal expansion in ter
ms of spherical harmonics, called spectral decomposition (Yadrenko 198
3). A prediction formula based on this orthogonal representation is sh
own. Finally, an application of this formula in solving a real-data pr
oblem related to prospective geophysics techniques is presented.