scholarly journals On the dependence structure of wavelet coefficients for spherical random fields

2009 ◽  
Vol 119 (10) ◽  
pp. 3749-3766 ◽  
Author(s):  
Xiaohong Lan ◽  
Domenico Marinucci
2016 ◽  
Vol 116 ◽  
pp. 146-156 ◽  
Author(s):  
Mirko D’Ovidio ◽  
Nikolai Leonenko ◽  
Enzo Orsingher

1993 ◽  
Vol 130 ◽  
pp. 85-100 ◽  
Author(s):  
Piotr S. Kokoszka ◽  
Murad S. Taqqu

As non-Gaussian stable stochastic processes have infinite second moments, one cannot use the covariance function to describe their dependence structure.


Extremes ◽  
2016 ◽  
Vol 20 (2) ◽  
pp. 333-392 ◽  
Author(s):  
Krzysztof Dȩbicki ◽  
Enkelejd Hashorva ◽  
Peng Liu

2019 ◽  
Vol 56 (5) ◽  
pp. 710-719 ◽  
Author(s):  
Fan Wang ◽  
Heng Li

Random field theory is widely used to model spatial variability of soil properties. However, random field modeling focuses mainly on the estimate of spatial correlation structure. The dependence structure that is necessary to construct the joint probability distribution over a random field is usually not characterized. The aim of this research is twofold. First, this paper focuses on characterizing the dependence structure underlying a random field based on cone penetration test (CPT) data. The copula approach is adopted to represent dependencies and the best-fit dependence (copulas) are identified from the CPT data. It is found that the nonGaussian dependencies can be a real phenomenon in spatial fluctuation of the soil shear strength parameter. Second, this paper provides formulations for generating random fields with Gaussian or nonGaussian dependencies, and investigates whether the improper use of the dependence structure could lead to significant bias in failure probability. The generated one-dimensional (1-D) and two-dimensional (2-D) random fields of a cohesive slope under different dependencies are compared. Large deviation in probabilistic results implies that the effect of dependencies on failure probability can be nontrivial. Therefore, the complete random field characterization should involve the estimate of both correlation structure and dependence structure.


2016 ◽  
Vol 22 (2) ◽  
Author(s):  
Alexandre L. Levada

AbstractRandom fields are useful mathematical objects in the characterization of non-deterministic complex systems. A fundamental issue in the evolution of dynamical systems is how intrinsic properties of such structures change in time. In this paper, we propose to quantify how changes in the spatial dependence structure affect the Riemannian metric tensor that equips the model's parametric space. Defining Fisher curves, we measure the variations in each component of the metric tensor when visiting different entropic states of the system. Simulations show that the geometric deformations induced by the metric tensor in case of a decrease in the inverse temperature are not reversible for an increase of the same amount, provided there is significant variation in the system's entropy: the process of taking a system from a lower entropy state A to a higher entropy state B and then bringing it back to A, induces a natural intrinsic one-way direction of evolution. In this context, Fisher curves resemble mathematical models of hysteresis in which the natural orientation is pointed by an arrow of time.


2010 ◽  
Vol 51 (4) ◽  
pp. 043301 ◽  
Author(s):  
Domenico Marinucci ◽  
Giovanni Peccati

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