Second-moment stochastic process specification (description of second-moment structure of a stochastic process, including variance, covariance, or variogram relations)

Community: MathModDB

mathematical expression

Available identifiers

MaRDI QIDQ6775753 FDOQ6775753

Defining Formula: $\begin{array}{cc}\text{(a)}& \{\begin{array}{c}𝔼[Z(x+h)-Z(x)]=0,\\ \mathrm{Var}(Z(x+h)-Z(x))=2\gamma (h)\end{array}\\ \text{or alternatively}& \\ \text{(b)}& \{\begin{array}{c}𝔼[Z(x)]=m(x),\\ \mathrm{Cov}(Z(x),Z(x^{\prime }))=C(x,x^{\prime })\end{array}\\ x,x^{\prime },h\in 𝒳\end{array}$

$Z$ represents stochastic process

$𝒳$ represents index set

Further items linking to second-moment stochastic process specification

Item	Property
Kriging model	contains
ordinary Kriging model	contains
simple Kriging model	contains
universal Kriging model	contains

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