# Questions tagged [random-field]

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103 views

### Dirichlet distribution centered at a gaussian random field?

I created three (100x100) synthetic images using values randomly drawn from a Dirichlet distribution as shown below. Each image represent the abundance values of some surface components (soil, water ...
1 vote
21 views

### Convergence criteria for random field

I am iteratively solving a stochastic equation by generating a random field and using the resulting generation to move toward an equilibrium. I know that the system converges but I want to use an ...
1 vote
37 views

### Probability for all points on a path in a gaussian random field

I have a gaussian random field $u(x)$, $x \in R^2$ , with a covariance function $C(d)$ and I need to calculate probability $P[ u(x) < u_0, \forall x \in S]$, where $S$ is a straight segment in $R^2$...
• 111
64 views

### What am I not understanding about semivariogram and Normal Score Transformation?

I have generated this two dimensional random field: This is done following this page. In particular, I have selected t=23 as dataframe and I have changed some parameters. As you can noticed, I have ...
• 111
1 vote
78 views

### Generate a syntetic log-normal two dimensional random field

I would like to test some functions that I wrote related to the kriging applied to rain data. In order to do that, I would like to generate a synthetic log-normal 2D random field. The idea is to ...
• 111
1 vote
16 views

### "Nonlinear" random spatial field: an example

I want to generate a "nonlinear" random spatial field in the sense that the autocorrelation function in function of the lag/distance $h$, $\rho(h)$, should be not equal to the $R(h)$ ...
99 views

### What is the spatial covariance algorithm?

Given a realization of a spatial random field, what is the algorithm to determine the spatial covariance, or the covariance function of the spatial lag? Many thanks.
2k views

### Relation between Gaussian Processes and Gaussian Markov Random Fields

As a non expert in the field, I am relating Gaussian Processes (GP) and Gaussian Markov Random Fields (GMRF). I might just be confused by the fact that different resources use different formalism. ...
• 353
60 views

### Probability of path between two points in excursion set of (Gaussian) random field

The Adler paper "On the existence of paths between points in high level excursion sets of Gaussian random fields" discusses the asymptotic limit of path probabilities in Gaussian random field ...
171 views

### Repeated measures test against baseline

I have data from a field experiment and I want to identify if it's reasonable to test against a baseline mean to show that the ratings are significantly greater. These are the characteristcs of the ...
42 views

### Spatial auto-correlation function of $\sin^2(2\theta)$ in terms of that of $\theta$

Let $\theta$ be an isotropic random field which has a unifrom pdf $U[0,2\pi]$ and whose auto-correlation function is $R_{\theta \theta}(|y-x|) = \mathbb{E}[\theta(x)\theta(y)]$ wherein x and y are ...
51 views

### Finding probability of at least one RV taking a specific value

Given a set of random variables $X = \{X_1, X_2, .. X_N\}$ where the domain of $X_i$ is $\{ l_1, l_2, .. l_K \}, \forall i \in \{1,2 ... N\}$. I want to compute $P($ for at least one i, $X_i = l_k)$....
• 149