Bøger af Dionissios T. Hristopulos

Introduction.- Preliminary Remarks.- Why Random Fields?.- Notation and Definitions.- Noise and Errors.- Spatial Data and Basic Processing Procedures.- A Personal Selection of Relevant Books.-  Trend Models and Estimation.- Empirical Trend Estimation.- Regression Analysis.- Global Trend Models.- Local Trend Models.- Trend Estimation based on Physical Information.- Trend Based on the Laplace Equation.- Basic Notions of Random Fields.- Introduction.- Single-Point Description.- Stationarity and Statistical Homogeneity.- Variogram versus Covariance.- Permissibility of Covariance Functions.- Permissibility of Variogram Functions.- Additional Topics of Random Field Modeling.- Ergodicity.- Statistical Isotropy.- Anisotropy.- Anisotropic Spectral Densities.- Multipoint Description of Random Fields.- Geometric Properties of Random Fields.- Local Properties.- Covariance Hessian Identity and Geometric Anisotropy.- Spectral Moments.- Length Scales of Random Fields.- Fractal Dimension.- Long-Range Dependence.- Intrinsic Random Fields.- Fractional Brownian Motion.- Classification of Random Fields.- Gaussian Random Fields.- Multivariate Normal Distribution.- Field Integral Formulation.- Useful Properties of Gaussian Random Fields.- Perturbation Theory for Non-Gaussian Probability Densities.- Non-stationary Covariance Functions.- Further Reading.- Random Fields based on Local Interactions.- Spartan Spatial Random Fields.- Two-point Functions and Realizations.- Statistical and Geometric Properties.- Bessel-Lommel Covariance Functions.- Lattice Representations of Spartan Random Fields.- Introduction to Gauss-Markov Random Fields.- From Spartan Random Fields to Gauss-Markov Random Fields.- Lattice Spectral Density.- SSRF Lattice Moments.- SSRF Inverse Covariance Operator on Lattices.- Spartan Random Fields and Langevin Equations.- Introduction to Stochastic Differential Equations.- Classical Harmonic Oscillator.- Stochastic Partial Differential Equations.- Spartan Random Fields and Stochastic Partial Differential Equations.- Covariance and Green''s functions.- Whittle-Mat├⌐rn Stochastic Partial Differential Equation.- Diversion in Time Series.- Spatial Prediction Fundamentals.- General Principles of Linear Prediction.- Deterministic Interpolation.- Stochastic Methods.- Simple Kriging.- Ordinary Kriging.- Properties of the Kriging Predictor.- Topics Related to the Application of Kriging.- Evaluating Model Performance.- More on Spatial Prediction.- Linear Generalizations of Kriging.- Nonlinear Extensions of Kriging.- Connections with Gaussian Process Regression.- Bayesian Kriging.- Continuum Formulation of Linear Prediction.- The "Local-Interaction" Approach.- Big Spatial Data.- Basic Concepts and Methods of Estimation.- Estimator Properties.- Estimating the Mean with Ordinary Kriging.- Variogram Estimation.- Maximum Likelihood Estimation.- Cross Validation.- More on Estimation.- The Method of Normalized Correlations.- The Method of Maximum Entropy.- Stochastic Local Interactions.- Measuring Ergodicity.- Beyond the Gaussian Models.- Trans-Gaussian Random Fields.- Gaussian Anamorphosis.- Tukey g-h Random Fields.- Transformations based on Kappa Exponentials.- Hermite Polynomials.- Multivariate Student''s t-distribution.- Copula Models.- The Replica Method.- Binary Random Fields.- The Indicator Random Field.- Ising Model.- Generalized Linear Models.- Simulations.- Introduction.- Covariance Matrix Factorization.- Spectral Simulation Methods.- Fast-Fourier-Transform Simulation.- Randomized Spectral Sampling.- Conditional Simulation based on Polarization Method.- Conditional Simulation based on Covariance Matrix Factorization.- Monte Carlo Methods.- Sequential Simulation of Random Fields.- Simulated Annealing.- Karhunen-Lo├¿ve Expansion.- Karhunen-Lo├¿ve Expansion of Spartan Random Fields.- Epilogue.- A Jacobi''s Transformation Theorems.- B Tables of SSRF Properties.- C Linear Algebra Facts.- D Kolmogorov-Smirnov Test.- Glossary.- References.- Index