Representation and prediction for locally harmonizable isotropic random fields
نویسندگان
چکیده
منابع مشابه
Locally Homogeneous and Isotropic Gaussian Fields in Kriging
The paper deals with the application of the theory of locally homogeneous and isotropic Gaussian fields (LHIGF) to probabilistic modelling of multivariate data structures. An asymptotic model is also studied, when the correlation function parameter of the Gaussian field tends to infinity. The kriging procedure is developed which presents a simple extrapolator by means of a matrix of degrees of ...
متن کاملRandom Projection-Based Anderson-Darling Test for Random Fields
In this paper, we present the Anderson-Darling (AD) and Kolmogorov-Smirnov (KS) goodness of fit statistics for stationary and non-stationary random fields. Namely, we adopt an easy-to-apply method based on a random projection of a Hilbert-valued random field onto the real line R, and then, applying the well-known AD and KS goodness of fit tests. We conclude this paper by studying the behavior o...
متن کاملNeedlet approximation for isotropic random fields on the sphere
In this paper we establish a multiscale approximation for random fields on the sphere using spherical needlets — a class of spherical wavelets. We prove that the semidiscrete needlet decomposition converges in mean and pointwise senses for weakly isotropic random fields on Sd, d ≥ 2. For numerical implementation, we construct a fully discrete needlet approximation of a smooth 2-weakly isotropic...
متن کاملSampling theorems for two-dimensional isotropic random fields
The construction suggested by Lemma 1 enables transformation of a prof?lem of maximization of E, to a problem of maximiza-tion of E , ; hence randomness can be introduced. To summarize, given a quadratic function of the form E, or E,, it is possible to construct a neural network which will perform a random local search for the maximum. A rich class of optimization problems can be represented by...
متن کاملLocally Harmonizable Covariance: Spectral Analysis Dominique Dehay and Abdelaziz Loughani
In this work, the stationarity of the covariance K2, is replaced by a less restricting notion: the harmonizability in the sense of Loeve [4] (strong harmonizability according to Rao [9]). Then we present the spectral analysis of such covariances which are not necessarily bounded. Remind that a covariance K defined on M. is harmonizable when there exists a complex valued measure M on K such that...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Stochastic Analysis
سال: 1995
ISSN: 1048-9533,1687-2177
DOI: 10.1155/s1048953395000116