On the approximation and statistical simulation of isotropic random fields

Author(s):  
Z. A. GRIKH ◽  
M. J. YADRENKO ◽  
O. M. YADRENKO
Author(s):  
Zoya O. Vyzhva

The estimator of the mean-square approximation of 3-D homogeneous and isotropic random field is investigated. The problem of statistical simulation of realizations of random fields in threedimensional space is considered. The algorithm for the receiving of this realization has been formulated, which has been constructed on the base the mean-square approximation of random fields estimator. It has been constructed the statistical model for the Gaussian random fields in three-dimensional space, which has been given by its statistical characteristics.


2017 ◽  
Vol 216 ◽  
pp. 86-116 ◽  
Author(s):  
Quoc T. Le Gia ◽  
Ian H. Sloan ◽  
Yu Guang Wang ◽  
Robert S. Womersley

2018 ◽  
Vol 50 (3) ◽  
pp. 706-725
Author(s):  
Julie Fournier

Abstract A deterministic application θ:ℝ2→ℝ2 deforms bijectively and regularly the plane and allows the construction of a deformed random field X∘θ:ℝ2→ℝ from a regular, stationary, and isotropic random field X:ℝ2→ℝ. The deformed field X∘θ is, in general, not isotropic (and not even stationary), however, we provide an explicit characterization of the deformations θ that preserve the isotropy. Further assuming that X is Gaussian, we introduce a weak form of isotropy of the field X∘θ, defined by an invariance property of the mean Euler characteristic of some of its excursion sets. We prove that deformed fields satisfying this property are strictly isotropic. In addition, we are able to identify θ, assuming that the mean Euler characteristic of excursion sets of X∘θ over some basic domain is known.


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