Statistical simulation of 4D random fields by means of Kotelnikov-Shannon decomposition

Zoya Vyzhva,

Andrii Vyzhva,

Kateryna Fedorenko

Abstrakt

Symulacja statystyczna 4D pól losowych z użyciem rozkładu Kotelnikova-Shannona

W artykule omówiono badania pól losowych jednorodnych w czasie o wartościach rzeczywistych oraz izotropowych w zmiennych przestrzennych. Przedstawiono analog twierdzenia Kotelnikowa-Szannona dla pól losowych o ograniczonym widmie. Dla takich pól losowych skonstruowano model bazowany na sumach częściowych szeregu stochastycznego. W ramach badanego modelu otrzymano oszacowania ich aproksymacji średnio-kwadratowej. Zaproponowano też algorytmy modelowania statystycznego procesu realizacji pola losowego z rozkładem Gaussa. Ponadto, wobec zbadanego modelu w ramach zaproponowanych algorytmów, przedstawiono ich zastosowanie do generowania komputerowego realizacji odpowiednich pól Gaussa o zadanych funkcjach korelacji. W artykule rozpatrzono również rozkład spektralny generowanych szumów.

Abstract

This paper researches the real valued random fields, that are homogeneous with respect to time and homogeneous isotropic with respect to spatial variables. An analogue of the Kotelnikov-Shannon theorem for random fields with a bounded spectrum is presented. Models for such random fields by partial sums of series are constructed. Some estimates for the mean square approximation of a random field by its models are obtained. Statistical simulation procedures of realizations of a random field with Gaussian distribution are constructed. The using of these theorems, models and procedures are demonstrated through applications to generate by means of computer adequate realizations of Gaussian random field with some wide-known examples of covariance functions. Spectral analysis of generated noise is considered.

Keywords: random field, statistical simulation, algorithm, covariance function

Słowa kluczowe: pola losowe, symulacja statystyczna, algorytm, funkcja korelacji
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