Space-time models based on random fields with local interactions

DOI10.1142/S0217979215410076zbMath1397.62610arXiv1503.01940OpenAlexW2133209227MaRDI QIDQ3186958

Ivi C. Tsantili, Dionissios T. Hristopulos

Publication date: 15 August 2016

Published in: International Journal of Modern Physics B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1503.01940

zbMATH Keywords

covariance functionlocal interactionsmaximum entropylinear responsespace-time modelscorrelation modelingdiffusive Langevin equation

Mathematics Subject Classification ID

Applications of statistics to physics (62P35) Stochastic methods (Fokker-Planck, Langevin, etc.) applied to problems in time-dependent statistical mechanics (82C31) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (5)

Modeling Temporally Evolving and Spatially Globally Dependent Data ⋮ A Computational Stochastic Methodology for the Design of Random Meta-materials under Geometric Constraints ⋮ Karhunen-Loève expansion for a generalization of Wiener bridge ⋮ 30 years of space-time covariance functions ⋮ A general framework for SPDE-based stationary random fields

Cites Work

• Correlation theory of stationary and related random functions. Volume I: Basic results
• Lectures on Fourier Integrals. (AM-42)
• Statistical Field Theory
• Multivariate T-Distributions and Their Applications
• Statistical Physics of Fields
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