کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1149770 | 957895 | 2009 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
Construction of non-Gaussian random fields with any given correlation structure
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کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: Construction of non-Gaussian random fields with any given correlation structure Construction of non-Gaussian random fields with any given correlation structure](/preview/png/1149770.png)
چکیده انگلیسی
A positive definite function can be thought of as the covariance function of a Gaussian random field, according to the celebrated Kolmogorov existence theorem. A question of great theoretical and practical interest is: how could one construct a non-Gaussian random field with the given positive definite function as its covariance function? In this paper we demonstrate a novel and simple method for constructing many such non-Gaussian random fields, with the corresponding finite-dimensional distributions identified. Also, we show how to construct a non-Gaussian random field with a given negative definite function as its variogram.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 3, 1 March 2009, Pages 780–787
Journal: Journal of Statistical Planning and Inference - Volume 139, Issue 3, 1 March 2009, Pages 780–787
نویسندگان
Chunsheng Ma,