Analytic Properties and Covariance Functions for a New Class of Generalized Gibbs Random Fields

DOI10.1109/TIT.2007.909163zbMATH Open1327.60106arXivcs/0605073OpenAlexW2146798857MaRDI QIDQ3549096FDOQ3549096

Authors: Dionissios T. Hristopulos, S. N. Elogne 

Publication date: 21 December 2008

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Abstract: Spartan Spatial Random Fields (SSRFs) are generalized Gibbs random fields, equipped with a coarse-graining kernel that acts as a low-pass filter for the fluctuations. SSRFs are defined by means of physically motivated spatial interactions and a small set of free parameters (interaction couplings). This paper focuses on the FGC-SSRF model, which is defined on the Euclidean space $mathbb{R}^d$ by means of interactions proportional to the squares of the field realizations, as well as their gradient and curvature. The permissibility criteria of FGC-SSRFs are extended by considering the impact of a finite-bandwidth kernel. It is proved that the FGC-SSRFs are almost surely differentiable in the case of finite bandwidth. Asymptotic explicit expressions for the Spartan covariance function are derived for $d=1$ and $d=3$; both known and new covariance functions are obtained depending on the value of the FGC-SSRF shape parameter. Nonlinear dependence of the covariance integral scale on the FGC-SSRF characteristic length is established, and it is shown that the relation becomes linear asymptotically. The results presented in this paper are useful in random field parameter inference, as well as in spatial interpolation of irregularly-spaced samples.

Full work available at URL: https://arxiv.org/abs/cs/0605073

Recommendations

• Spartan Gaussian random fields for geostatistical applications: non-constrained simulations on square lattices and irregular grids
• Spartan Gibbs Random Field Models for Geostatistical Applications
• Linking physics and spatial statistics: a new family of Boltzmann-Gibbs random fields
• Gaussian random fields: with and without covariances
• Models of covariance functions of Gaussian random fields escaping from isotropy, stationarity and non negativity

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Random fields; image analysis (62M40) Random fields (60G60) Sample path properties (60G17)

Cited In (13)

• On Some Characteristics of Gaussian Covariance Functions
• A computational stochastic methodology for the design of random meta-materials under geometric constraints
• Relationships between correlation lengths and integral scales for covariance models with more than two parameters
• Title not available (Why is that?)
• Spartan Gaussian random fields for geostatistical applications: non-constrained simulations on square lattices and irregular grids
• Spartan Gibbs Random Field Models for Geostatistical Applications
• GPU-accelerated simulation of massive spatial data based on the modified planar rotator model
• Boltzmann–Gibbs Random Fields with Mesh-free Precision Operators Based on Smoothed Particle Hydrodynamics
• Linking physics and spatial statistics: a new family of Boltzmann-Gibbs random fields
• Stochastic local interaction model: an alternative to kriging for massive datasets
• Spatial data modeling by means of Gibbs-Markov random fields based on a generalized planar rotator model
• Isotropic random fields with the von Kármán-Whittle type correlation structure
• Title not available (Why is that?)

This page was built for publication: Analytic Properties and Covariance Functions for a New Class of Generalized Gibbs Random Fields

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3549096)