Piecewise-multilinear interpolation of a random field

DOI10.1239/AAP/1386857852MaRDI QIDQ5396586zbMATH OpenOpenAlexFDO

Authors Konrad Abramowicz, Oleg Seleznjev

Publication date 31 January 2014

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1102.1871

zbMATH Keywords

approximationpiecewise-multilinear interpolatorrandom fieldsampling design

Mathematics Subject Classification ID

Interpolation in approximation theory (41A05) Multidimensional problems (41A63) Random fields (60G60)

Abstract: We consider a multivariate piecewise linear interpolation of a continuous random field on a d-dimensional cube. The approximation performance is measured by the integrated mean square error. Multivariate piecewise linear interpolator is defined by N field observations on a locations grid (or design). We investigate the class of locally stationary random fields whose local behavior is like a fractional Brownian field in mean square sense and find the asymptotic approximation accuracy for a sequence of designs for large N. Moreover, for certain classes of continuous and continuously differentiable fields we provide the upper bound for the approximation accuracy in the uniform mean square norm.

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Cited in

(7)

• A Markovian random field of piecewise straight lines
• Law of large numbers for discretely observed random functions
• Inhomogeneous interval fields based on scaled inverse distance weighting interpolation
• Random linear operators arising from piecewise linear interpolation on the unit interval
• scientific article; zbMATH DE number 4211180 (Why is no real title available?)
• Extremes of \(\alpha(\mathbf{t})\)-locally stationary Gaussian random fields
• scientific article; zbMATH DE number 5026286 (Why is no real title available?)

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