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Multivariate Spartan spatial random field models

Lookup NU author(s): Professor Emilio Porcu

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Abstract

This paper introduces a family of stationary multivariate spatial random fields with D scalar components that extend the scalar model of Gibbs random fields with local interactions (i.e., Spartan spatial random fields). We derive permissibility conditions for Spartan multivariate spatial random fields with a specific structure of local interactions. We also present explicit expressions for the respective matrix covariance functions obtained at the limit of infinite spectral cutoff in one, two and three spatial dimensions. Finally, we illustrate the proposed covariance models by means of simulated bivariate time series and two-dimensional random fields.

Publication metadata

Author(s): Hristopoulos D, Porcu E

Publication type: Article

Publication status: Published

Journal: Probabilistic Engineering Mechanics

Year: 2014

Volume: 37

Pages: 84–92

Print publication date: 01/07/2014

Online publication date: 21/06/2014

Acceptance date: 13/06/2014

ISSN (print): 0266-8920

ISSN (electronic): 1878-4275

Publisher: Elsevier

URL: https://doi.org/10.1016/j.probengmech.2014.06.005

DOI: 10.1016/j.probengmech.2014.06.005

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