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Reducing non-stationary random fields to stationarity and isotropy using a space deformation

✍ 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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✦ Synopsis


Recently, a model for non-stationary random ÿeld Z = {Z(x): x ∈ R n , n¿2} 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.


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Reducing non-stationary stochastic proce
✍ Olivier Perrin; Rachid Senoussi πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 79 KB

A necessary and su cient condition is given to reduce a non-stationary random process {Z(t): t ∈ T βŠ† 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