Abstract
This chapter deals with the main concepts and mathematical tools that help to describe and quantify the shapes of random fields. The geometry of Gaussian random functions is to a large extent determined by the mean and the two-point correlation functions. The classical text on the geometry of random fields is the book written by Robert Adler [10]. The basic elements of random field geometry are contained in the technical report by Abrahamsen [3]. A more recent and mathematically advanced book by Taylor and Adler exposes the geometry of random field using the language of manifolds [11].
There is geometry in the humming of the strings, there is music in the spacing of the spheres.
Pythagoras
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Notes
- 1.
More generally, it can be shown that the Gaussian covariance function admits derivatives of all orders at ∥r∥ = 0.
- 2.
- 3.
Note the slight difference of notation in Λi,j compared to (5.27). For the second-order moments the indices i, j are sufficient instead of the vector (p 1, …, p d)⊤. We also drop the superscript (2) since the order of the moments is obvious.
- 4.
There is nothing magical about 5%; a different level, such as the distance at half-maximum could be selected instead.
- 5.
A unimodal function is a function with a single peak.
- 6.
A “hyper-cube” is used in d > 3 dimensions; in d = 1 the “hyper-cubes” correspond to line segments and in d = 2 to squares.
- 7.
Condensed matter physicists call this less-than-perfect correlation quasi-long-range order, to distinguish it from “true” long-range order. The latter implies that all the system variables have the same value. A typical example is a ferromagnetic system in which all the magnetic moments are aligned in the same direction.
- 8.
- 9.
In this case we should speak of a spectral function, since the spectral density is not well-defined.
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Hristopulos, D.T. (2020). Geometric Properties of Random Fields. In: Random Fields for Spatial Data Modeling. Advances in Geographic Information Science. Springer, Dordrecht. https://doi.org/10.1007/978-94-024-1918-4_5
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