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- Title
Prediction and Conditional Simulation of a 2D Lognormal Diffusion Random Field.
- Authors
Gutiérrez, R.; Roldán, C.; Gutiérrez-Sánchez, R.; Angulo, J.
- Abstract
This paper describes techniques for estimation, prediction and conditional simulation of two-parameter lognormal diffusion random fields which are diffusions on each coordinate and satisfy a particular Markov property. The estimates of the drift and diffusion coefficients, which characterize the lognormal diffusion random field under certain conditions, are used for obtaining kriging predictors. The conditional simulations are obtained using the estimates of the drift and diffusion coefficients, kriging prediction and unconditional simulation for the lognormal diffusion random field.
- Subjects
LOGNORMAL distribution; RANDOM fields; GAUSSIAN processes; MARKOV processes; STOCHASTIC partial differential equations; KRIGING; GLACIAL drift; KOLMOGOROV complexity; BOREL sets
- Publication
Methodology & Computing in Applied Probability, 2007, Vol 9, Issue 3, p413
- ISSN
1387-5841
- Publication type
Article
- DOI
10.1007/s11009-007-9029-3