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Gaussian random function

In: Geostatistical Simulation

Author

Listed:
  • Christian Lantuéjoul

    (École des Mines, Centre de Géostatistique)

Abstract

An extremely useful consequence of the central limit theorem is the existence of a class of random functions whose spatial distribution depends only on their first two moments. These are Gaussian random functions. Their main statistical properties are reviewed, the texture of their realizations is examined, and algorithms are proposed to simulate them, conditionnally or not.

Suggested Citation

  • Christian Lantuéjoul, 2002. "Gaussian random function," Springer Books, in: Geostatistical Simulation, chapter 15, pages 183-204, Springer.
    • Handle: RePEc:spr:sprchp:978-3-662-04808-5_15
    DOI: 10.1007/978-3-662-04808-5_15
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