Gaussian random function

Christian Lantuéjoul
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Christian Lantuéjoul: École des Mines, Centre de Géostatistique

Chapter 15 in Geostatistical Simulation, 2002, pp 183-204 from Springer

Abstract: Abstract An extremely useful consequence of the central limit theorem is the existence of a class of random functions whose spatial distribution depends only on their first two moments. These are Gaussian random functions. Their main statistical properties are reviewed, the texture of their realizations is examined, and algorithms are proposed to simulate them, conditionnally or not.

Keywords: Covariance Function; Central Limit Theorem; Spectral Method; Random Function; Poisson Point Process (search for similar items in EconPapers)
Date: 2002
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-662-04808-5_15

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DOI: 10.1007/978-3-662-04808-5_15

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