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Gaussian fields and random flow

Journal of Fluid Mechanics, 1974
The high-frequency component of the random solution of a model problem is shown to be statistically orthogonal to the Gaussian component. This is shown to be a consequence of the existence of an equilibrium range. It is concluded that random flow fields can be viewed as being approximately Gaussian only in a very special sense and, in particular, that ...
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On the envelope of a Gaussian random field

Journal of Applied Probability, 1978
For homogeneous, two-dimensional random field ξ(t), t ∈ R 2 we develop the ‘half' spectral theory sufficient to rigorously define its envelope η (t). We then specialise to the case of ξ Gaussian, which implies η is Rayleigh, and consider the mean value of a certain characteristic of the sets {t:η(t) ≧ u} (u ≧ 0). From this we deduce some
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An iterative multi-fidelity scheme for simulating multi-dimensional non-Gaussian random fields

Mechanical Systems and Signal Processing, 2023
Zhibao Zheng, Michael Beer, Udo Nackenhorst   +2 more
exaly  

A Theorem on Gaussian Random Fields

Theory of Probability & Its Applications, 1974
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Homogeneous Gaussian Random Fields

2000
Let ξ(t), t G Zd, be a random field of real-valued random variables. L is a fixed finite set in Zd not containing 0. The set of points s ∈ Zd such that s — t ∈ L is called the L-boundary of the point t. The L-boundary of a set T ⊂ Z d is the set of points s not in T but in the L-boundary of some point t ∈ T.
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Gaussian Random Fields on Manifolds

2004
This paper is an attempt to encourage the reader to take a serious look at the study of Gaussian random fields on Riemannian manifolds.
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On Quadratic Variation of Gaussian Random Fields

Theory of Probability & Its Applications, 1979
Deo, C. M., Wong, S. F.
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An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach

Journal of the Royal Statistical Society Series B: Statistical Methodology, 2011
Finn Lindgren, Håvard Rue, Johan Lindstrom   +2 more
exaly  

Tail Probabilities of the Maxima of Gaussian Random Fields

Annals of Probability, 1993
Jiayang Sun
exaly  

Stochastic representation and dimension reduction for non-Gaussian random fields: review and reflection

Stochastic Environmental Research and Risk Assessment, 2013
Heng Li, Dongxiao Zhang, Zhang Dongxiao   +2 more
exaly