Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields

Sonja G. Cox, Kristin Kirchner

We analyze several Galerkin approximations of a Gaussian random field $\mathcal{Z}:\mathcal{D}\times \Omega \to \mathbb{R}$ indexed by a Euclidean domain $\mathcal{D}\subset\mathbb{R}…