Space-time models based on random fields with local interactions

DOI10.1142/S0217979215410076MaRDI QIDQ3186958zbMATH OpenOpenAlexFDO

Authors Dionissios T. Hristopulos, Ivi C. Tsantili

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

correlation modelingcovariance functiondiffusive Langevin equationlinear responselocal interactionsmaximum entropyspace-time models

Mathematics Subject Classification ID

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

Abstract: The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or the respective covariance functions. In the statistical literature, covariance functions are often based on mathematical constructions. We propose deriving space-time covariance functions by solving "effective equations of motion", which can be used as statistical representations of systems with diffusive behavior. In particular, we propose using the linear response theory to formulate space-time covariance functions based on an equilibrium effective Hamiltonian. The effective space-time dynamics are then generated by a stochastic perturbation around the equilibrium point of the classical field Hamiltonian leading to an associated Langevin equation. We employ a Hamiltonian which extends the classical Gaussian field theory by including a curvature term and leads to a diffusive Langevin equation. Finally, we derive new forms of space-time covariance functions.

Recommendations

• On a class of space-time intrinsic random functions
• Spatio-temporal stationary covariance models
• Nonstationary spatio-temporal covariance functions
• Space–Time Covariance Functions
• Recent developments on the construction of spatio-temporal covariance models

Cites work

• Correlation theory of stationary and related random functions. Volume I: Basic results
• Gaussian processes for machine learning.
• scientific article; zbMATH DE number 5168223 (Why is no real title available?)
• scientific article; zbMATH DE number 88749 (Why is no real title available?)
• scientific article; zbMATH DE number 124716 (Why is no real title available?)
• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 976341 (Why is no real title available?)
• scientific article; zbMATH DE number 1136430 (Why is no real title available?)
• scientific article; zbMATH DE number 1983459 (Why is no real title available?)
• scientific article; zbMATH DE number 806799 (Why is no real title available?)
• scientific article; zbMATH DE number 2199827 (Why is no real title available?)
• scientific article; zbMATH DE number 3282537 (Why is no real title available?)
• Lectures on Fourier Integrals. (AM-42)
• Multivariate T-Distributions and Their Applications
• Statistical Field Theory
• Statistical field theory. An introduction to exactly solved models in statistical physics.
• Statistical Physics of Fields
• Statistics for spatio-temporal data

Cited in

(11)

• Karhunen-Loève expansion for a generalization of Wiener bridge
• A general framework for SPDE-based stationary random fields
• Linking physics and spatial statistics: a new family of Boltzmann-Gibbs random fields
• scientific article; zbMATH DE number 3848476 (Why is no real title available?)
• scientific article; zbMATH DE number 3969802 (Why is no real title available?)
• Blur-generated non-separable space–time models
• A computational stochastic methodology for the design of random meta-materials under geometric constraints
• Field Dynamics Inference for Local and Causal Interactions
• Modeling Temporally Evolving and Spatially Globally Dependent Data
• 30 years of space-time covariance functions
• Modeling and prediction of multivariate space-time random fields

This page was built for publication: Space-time models based on random fields with local interactions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3186958)