Macroscale structural complexity analysis of subordinated spatiotemporal random fields
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Publication:6421486
arXiv2212.12209MaRDI QIDQ6421486FDOQ6421486
Authors: J. M. Angulo, María D. Ruiz-Medina 
Publication date: 23 December 2022
Abstract: Large-scale behavior of a wide class of spatial and spatiotemporal processes is characterized in terms of informational measures. Specifically, subordinated random fields defined by non-linear transformations on the family of homogeneous and isotropic Lancaster-Sarmanov random fields are studied under long-range dependence (LRD) assumptions. In the spatial case, it is shown that Shannon mutual information beween marginal distributions for infinitely increasing distance, which can be properly interpreted as a measure of macroscale structural complexity and diversity, has an asymptotic power decay that directly depends on the underlying LRD parameter, scaled by the subordinating function rank. Sensitivity with respect to distortion induced by the deformation parameter under the generalized form given by divergence-based R'enyi mutual information is also analyzed. In the spatiotemporal framework, a spatial infinite-dimensional random field approach is adopted. The study of the large-scale asymptotic behavior is then extended under the proposal of a functional formulation of the Lancaster-Sarmanov random field class, as well as of divergence-based mutual information. Results are illustrated, in the context of geometrical analysis of sample paths, considering some scenarios based on Gaussian and Chi-Square subordinated spatial and spatio-temporal random fields.
Random fields (60G60) Fractional processes, including fractional Brownian motion (60G22) Stationary stochastic processes (60G10) General second-order stochastic processes (60G12) Generalized stochastic processes (60G20) Self-similar stochastic processes (60G18)
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