Exploring the Structure of Anisotropic Random Fields on the Sphere

Abstract

This paper addresses fundamental questions about the existence and structure of isotropic and anisotropic spherical random fields and the properties of composite transformations of isotropic fields. It introduces a hierarchical structure comprising several classes of anisotropic random fields, using geometric and spectral approaches, and provides a geometric--spectral classification of second-order anisotropy on $\mathbb{S}^2$. We characterize feasible isotropic and anisotropic scenarios and identify those that, in principle, cannot occur, in contrast to the case of random fields in Euclidean space. Furthermore, we establish connections between geometric invariance properties and the structure of the spectral covariance matrix of spherical random fields. The obtained results lay the foundations for applications in statistics and data analysis, providing guidance on feasible models, their spectral representations, and appropriate sampling schemes for parameter estimation or anisotropy hypothesis testing for spherical data.