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What is Learnable in Valiant's Theory of the Learnable? Learning Perturbations to Extrapolate Your LLM Byzantine-Robust Distributed Sparse Learning Revisited The Sample Complexity of Multiple Change Point Identification under Bandit Feedback A proximal gradient algorithm for composite log-concave sampling Model-based Bootstrap of Controlled Markov Chains Approximation of Maximally Monotone Operators : A Graph Convergence Perspective Posterior Contraction Rates for Sparse Kolmogorov-Arnold Networks in Anisotropic Besov Spaces MIST: Reliable Streaming Decision Trees for Online Class-Incremental Learning via McDiarmid Bound A Spectral Framework for Closed-Form Relative Density Estimation Fast Rates for Offline Contextual Bandits with Forward-KL Regularization under Single-Policy Concentrability Higher-Order Equilibrium Tracking for EM-Compressible Online Estimation Scaling Limits of Long-Context Transformers A Note on Non-Negative $L_1$-Approximating Polynomials Susceptibilities and Patterning: A Primer on Linear Response in Bayesian Learning Linear Response Estimators for Singular Statistical Models Statistical inference with belief functions: A survey Robust stochastic first order methods in heavy-tailed noise via medoid mini-batch gradient sampling Every Feedforward Neural Network Definable in an o-Minimal Structure Has Finite Sample Complexity Adaptive auditing of AI systems with anytime-valid guarantees Locally Near Optimal Piecewise Linear Regression in High Dimensions via Difference of Max-Affine Functions Risk-Controlled Post-Processing of Decision Policies Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning A Unified Pair-GRPO Family: From Implicit to Explicit Preference Constraints for Stable and General RL Alignment Time-Inhomogeneous Preconditioned Langevin Dynamics A Fine-Grained Understanding of Uniform Convergence for Halfspaces CITE: Anytime-Valid Statistical Inference in LLM Self-Consistency Ratio-based Loss Functions Optimal Confidence Band for Kernel Gradient Flow Estimator A renormalization-group inspired lattice-based framework for piecewise generalized linear models
Microergodicity implies orthogonality of Matérn fields on...
Natesh S. Pillai · 2026-03-25 · via math.ST updates on arXiv.org

Matérn random fields are one of the most widely used classes of models in spatial statistics. The fixed-domain identifiability of covariance parameters for stationary Matérn Gaussian random fields exhibits a dimension-dependent phase transition. For known smoothness $ν$, Zhang \cite{Zhang2004} showed that when $d\le3$, two Matérn models with the same microergodic parameter $m=σ^2α^{2ν}$ induce equivalent Gaussian measures on bounded domains, while Anderes \cite{Anderes2010} proved that when $d>4$, the corresponding measures are mutually singular whenever the parameters differ. The critical case $d=4$ for stationary Matérn models has remained open. We resolve this case. Let $d=4$ and consider two stationary Matérn models on $\mathbb R^4$ with parameters $(σ_1,α_1)$ and $(σ_2,α_2)$ satisfying \[ σ_1^2α_1^{2ν}=σ_2^2α_2^{2ν}, \qquad α_1\neq α_2. \] We prove that the corresponding Gaussian measures on any bounded observation domain are mutually singular on every countable dense observation set, and on the associated path space of continuous functions. Our approach can be viewed as a spectral analogue of the higher-order increment method of Anderes \cite{Anderes2010}. Whereas Anderes isolates the second irregular covariance coefficient through renormalized quadratic variations in physical space, we detect the first nonvanishing high-frequency spectral mismatch via localized Fourier coefficients and use a normalized Whittle score to identify parameters. More broadly, the localized spectral probing framework used here for detecting subtle covariance differences in Gaussian random fields may be useful for studying identifiability and estimation in other spatial models.