A necessary and su cient condition is given to reduce a non-stationary random process {Z(t): t β T β R} to stationarity via a bijective di erentiable time deformation so that its correlation function r(t; t ) depends only on the di erence (t ) -(t) through a stationary correlation function R: r(t; t
β¦ LIBER β¦
Reducing non-stationary random fields to stationarity and isotropy using a space deformation
β Scribed by Olivier Perrin; Rachid Senoussi
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 107 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0167-7152
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β¦ Synopsis
Recently, a model for non-stationary random ΓΏeld Z = {Z(x): x β R n , nΒΏ2} has been developed. This consists of reducing Z to stationarity and isotropy via a bijective bi-di erentiable deformation of the index space. We give the form of this deformation under smoothness assumptions on the correlation of Z.
π SIMILAR VOLUMES
Reducing non-stationary stochastic proce
β
Olivier Perrin; Rachid Senoussi
π
Article
π
1999
π
Elsevier Science
π
English
β 79 KB