Preface |
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xv | |
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Chapter I Space, Time, Space-Time, Randomness, and Probability |
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1 | (38) |
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1 | (3) |
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2 Space---Time Continuum and Kolmogorov Probability Space |
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4 | (27) |
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2.1 Space---Time Arguments: Points, Lags, Separations, and Metrics |
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4 | (13) |
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2.2 Transformations and Invariance in Space---Time |
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17 | (6) |
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2.3 Space---Time Interpretations |
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23 | (3) |
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2.4 Functions of Space---Time Arguments |
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26 | (5) |
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3 Random Variables in Space---Time |
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31 | (8) |
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3.1 Kolmogorov's Probability Theory |
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31 | (4) |
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35 | (2) |
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3.3 Convergence of Random Variable Sequences |
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37 | (2) |
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Chapter II Spatiotemporal Random Fields |
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39 | (44) |
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40 | (2) |
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1.1 The Space---Time Component |
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41 | (1) |
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1.2 The Randomness Component |
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42 | (1) |
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2 Characterization of Scalar Spatiotemporal Random Fields |
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42 | (19) |
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2.1 Probabilistic Structure |
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43 | (7) |
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2.2 The Characteristic Function |
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50 | (1) |
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2.3 Spatiotemporal Variability Functions: Complete (or Full) and Partial |
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51 | (5) |
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2.4 Analysis in the Spectral Domain |
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56 | (1) |
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2.5 Data-Independent Spatiotemporal Variability Function |
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57 | (2) |
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2.6 Some Noticeable Special Cases of the Spatiotemporal Random Field Theory |
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59 | (1) |
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2.7 Space---Time Separability |
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60 | (1) |
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3 Physical Insight Behind the Random Field Concept |
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61 | (8) |
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3.1 Random Field Realizations |
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61 | (2) |
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3.2 Probable Versus Actual |
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63 | (1) |
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3.3 Probability and the Observation Effect |
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64 | (1) |
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3.4 Self-consistency and Physical Fidelity |
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65 | (4) |
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4 Geometry of Spatiotemporal Random Fields |
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69 | (1) |
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5 Vector Spatiotemporal Random Fields |
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70 | (3) |
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6 Complex Spatiotemporal Random Fields |
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73 | (1) |
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7 Classifications of the Spatiotemporal Random Field Model |
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73 | (5) |
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7.1 First Classification: Discrete Versus Continuous Arguments |
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74 | (1) |
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7.2 Second Classification: Scalar Versus Vector Random Fields and Arguments... |
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74 | (1) |
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7.3 Third Classification: Probability Law Shapes |
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74 | (1) |
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7.4 Fourth Classification: Space---Time Variability |
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75 | (2) |
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7.5 Fifth Classification: Spatiotemporal Random Field Memory Versus Independence |
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77 | (1) |
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78 | (5) |
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8.1 The Methodological Importance of Space---Time |
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78 | (2) |
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8.2 A Conceptual Meeting Point for Modelers and Experimentalists |
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80 | (1) |
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8.3 There Is No Assumptionless Modeling |
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81 | (2) |
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Chapter III Space-Time Metrics |
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83 | (38) |
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83 | (17) |
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1.1 Formal and Physical Aspects of Space---Time Metric Determination |
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84 | (3) |
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1.2 Space---Time Metric Forms |
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87 | (5) |
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1.3 Derived Space---Time Metrics |
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92 | (1) |
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1.4 Space---Time Metric Differentials |
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93 | (2) |
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1.5 Specifying Space---Time Relationships in the Covariance Function |
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95 | (5) |
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2 Covariance Differential Formulas |
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100 | (6) |
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3 Space---Time Metric Determination From Physical Considerations |
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106 | (2) |
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108 | (9) |
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5 Concerning the Zeta Coefficients |
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117 | (1) |
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118 | (3) |
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Chapter IV Space-Time Correlation Theory |
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121 | (34) |
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1 Focusing on Space---Time Variability Functions |
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121 | (3) |
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1.1 Basics of Space---Time Correlation Theory |
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122 | (1) |
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1.2 Physical Investigations Based on Space---Time Correlation Theory |
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123 | (1) |
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2 Space---Time Variability Functions in Terms of Scalar Space---Time Statistics |
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124 | (15) |
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2.1 Locality: One-Point Space---Time Variability Functions |
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125 | (2) |
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2.2 Nonlocality: Omnidirectional Two-Point Space---Time Variability Functions |
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127 | (6) |
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2.3 Nonlocality: Direction-Specific Space---Time Variability Functions |
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133 | (1) |
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2.4 Physical Considerations and Assumptions of Space---Time Variability Functions |
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133 | (4) |
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2.5 Formal and Physical Covariance Permissibility |
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137 | (2) |
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3 Basic Properties of Covariance Functions |
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139 | (2) |
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4 Cross---Space---Time Variability Functions |
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141 | (3) |
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5 Correlation of Gaussian and Related Spatiotemporal Random Fields |
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144 | (2) |
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5.1 General Considerations |
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144 | (1) |
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144 | (2) |
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6 Correlation Theory of Complex Spatiotemporal Random Fields |
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146 | (9) |
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146 | (2) |
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6.2 Other Types of Complex Covariance Functions |
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148 | (3) |
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6.3 Gaussian Complex Spatiotemporal Random Fields |
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151 | (1) |
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6.4 Complex-Valued Versus Real-Valued Covariance Functions of Space---Time Homostationary Random Fields |
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152 | (1) |
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6.5 Some Methodological Considerations |
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153 | (2) |
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Chapter V Transformations of Spatiotemporal Random Fields |
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155 | (48) |
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155 | (2) |
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157 | (11) |
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2.1 Characteristic Functions |
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157 | (1) |
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2.2 Harmonizable Random Fields and Covariance Functions |
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158 | (7) |
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2.3 Transfer Function and Evolutionary Mean Power |
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165 | (2) |
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2.4 Fourier Transform of Vector Spatiotemporal Random Fields |
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167 | (1) |
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168 | (12) |
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168 | (5) |
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3.2 Space Transformation of Spatiotemporal Random Fields |
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173 | (2) |
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3.3 Space Transformation for Spatiotemporal Variability Functions |
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175 | (2) |
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3.4 Space Transformation in the Simulation of Spatiotemporal Random Fields |
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177 | (3) |
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3.5 Space Transformation in the Solution of Stochastic Partial Differential Equation |
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180 | (1) |
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4 The Traveling Transformation |
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180 | (21) |
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181 | (5) |
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4.2 Determination of the Traveling Vector |
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186 | (9) |
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4.3 Traveling Transformation in Spatiotemporal Random Field Estimation: The Space---Time Projection Technique |
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195 | (6) |
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201 | (2) |
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Chapter VI Geometrical Properties of Spatiotemporal Random Fields |
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203 | (36) |
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203 | (1) |
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204 | (4) |
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208 | (8) |
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3.1 Basic Types of Stochastic Continuity |
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209 | (3) |
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3.2 Equivalence, Modification, and Separability |
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212 | (4) |
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4 Stochastic Differentiation |
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216 | (17) |
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4.1 Basic Notation and Definitions |
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217 | (6) |
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4.2 Covariances of Random Field Derivatives |
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223 | (4) |
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4.3 Mean Squarely Differentiability Conditions |
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227 | (4) |
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4.4 Almost Surely Differentiability Conditions |
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231 | (2) |
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5 The Central Limit Theorem |
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233 | (1) |
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234 | (5) |
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Chapter VII Auxiliary Hypotheses of Spatiotemporal Variation |
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239 | (64) |
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239 | (11) |
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1.1 Hypothesis 1: Homostationarity |
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241 | (2) |
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1.2 Hypothesis 2: Isostationarity |
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243 | (2) |
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1.3 Hypothesis 3: Heterogeneity |
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245 | (1) |
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1.4 Hypothesis 4: Ergodicity |
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246 | (2) |
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1.5 Hypothesis 5: Separability |
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248 | (1) |
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1.6 Hypothesis 6: Symmetry |
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249 | (1) |
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1.7 Hypothesis 7: Locational Divergence |
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249 | (1) |
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2 Space---Time Homostationarity |
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250 | (10) |
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2.1 Omnidirectional Spatiotemporal Variability Functions |
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251 | (4) |
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2.2 Direction-Specific Spatiotemporal Covariance Function |
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255 | (1) |
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255 | (2) |
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2.4 Spatiotemporal Variogram and Structure Functions: Omnidirectional and Direction Specific |
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257 | (3) |
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3 Spectral Representations of Space---Time Homostationarity |
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260 | (16) |
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3.1 Spectral Functions of Space---Time Homostationary Random Fields |
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261 | (5) |
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3.2 Properties of the Spectral Density Function |
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266 | (2) |
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3.3 Partial Spectral Representations |
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268 | (4) |
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3.4 More on Dispersion Relations |
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272 | (1) |
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273 | (3) |
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4 The Geometry of Space---Time Homostationarity |
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276 | (21) |
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4.1 Differentiation Formulas: Physical and Spectral Domains |
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276 | (9) |
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4.2 Stochastic Continuity and Differentiability |
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285 | (11) |
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4.3 Spatiotemporal Random Field Integrability |
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296 | (1) |
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5 Spectral Moments and Linear Random Field Transformations |
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297 | (6) |
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Chapter VIII Isostationary Scalar Spatiotemporal Random Fields |
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303 | (44) |
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303 | (11) |
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303 | (6) |
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1.2 Power-Law Correlations |
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309 | (4) |
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1.3 Physical Considerations of Variogram Functions |
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313 | (1) |
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2 Relationships Between Covariance Derivatives and Space---Time Isostationarity |
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314 | (5) |
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3 Higher-Order Spatiotemporal Variogram and Structure Functions |
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319 | (1) |
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4 Separable Classes of Space---Time Isostationary Covariance Models |
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320 | (4) |
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5 A Survey of Space---Time Covariance Models |
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324 | (5) |
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6 Scales of Spatiotemporal Dependence and the Uncertainty Principle |
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329 | (7) |
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6.1 Scales for Spatiotemporal Random Fields With Restricted Space---Time Variability |
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330 | (4) |
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6.2 Relationships Between Physical and Spectral Domains: The Uncertainty Principle |
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334 | (2) |
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7 On the Ergodicity Hypotheses of Spatiotemporal Random Fields |
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336 | (11) |
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Chapter IX Vector and Multivariate Random Fields |
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347 | (36) |
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347 | (2) |
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2 Homostationary and Homostationarily Connected Cross---Spatiotemporal Variability Functions and Cross---Spectral Density Functions |
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349 | (7) |
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2.1 Basic Notions and Interpretations |
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350 | (5) |
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2.2 Geometry of Vector Spatiotemporal Random Fields |
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355 | (1) |
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3 Some Special Cases of Covariance Functions |
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356 | (6) |
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4 Solenoidal and Potential Vector Spatiotemporal Random Fields |
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362 | (3) |
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5 Partial Cross-Covariance and Cross-Spectral Functions |
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365 | (1) |
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6 Higher-Order Cross---Spatiotemporal Variability Functions |
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366 | (3) |
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7 Isostationary Vector Spatiotemporal Random Fields |
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369 | (12) |
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7.1 Direct (Lag-Based) Space---Time Isostationarity |
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369 | (3) |
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7.2 Composite Lag-Field---Based Space---Time Isostationarity |
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372 | (6) |
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7.3 Links With Solenoidal and Potential Spatiotemporal Random Fields |
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378 | (3) |
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8 Effective Distances and Periods |
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381 | (2) |
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Chapter X Special Classes of Spatiotemporal Random Fields |
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383 | (26) |
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383 | (1) |
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2 Frozen Spatiotemporal Random Fields and Taylor's Hypothesis |
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384 | (16) |
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385 | (4) |
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2.2 Spectral Domain Analysis |
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389 | (2) |
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2.3 Differential Equation Representations |
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391 | (4) |
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2.4 Extensions of the Frozen Random Field Model |
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395 | (4) |
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2.5 Integrals of Frozen Spatiotemporal Random Fields |
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399 | (1) |
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2.6 Vector Frozen Spatiotemporal Random Fields |
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399 | (1) |
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3 Plane-Wave Spatiotemporal Random Fields |
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400 | (2) |
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4 Lognormal Spatiotemporal Random Fields |
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402 | (1) |
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5 Spherical Spatiotemporal Random Fields |
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402 | (5) |
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6 Lagrangian Spatiotemporal Random Fields |
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407 | (2) |
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Chapter XI Construction of Spatiotemporal Probability Laws |
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409 | (24) |
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409 | (2) |
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2 Direct Probability Density Model Construction Techniques |
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411 | (3) |
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2.1 The Independency Techniques |
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412 | (1) |
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2.2 The Spherical Symmetry Technique |
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412 | (1) |
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2.3 The Transformation Technique |
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413 | (1) |
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3 Factora-Based Probability Density Model Construction Techniques |
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414 | (4) |
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4 Copula-Based Probability Density Model Construction Techniques |
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418 | (3) |
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5 Stochastic Differential Equation---Based Probability Density Model Construction Techniques |
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421 | (7) |
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5.1 The Transformation of Variables Approach |
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422 | (3) |
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5.2 The Characteristic Function Approach |
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425 | (1) |
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5.3 The Functional Approach |
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426 | (2) |
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6 Bayesian Maximum Entropy---Based Multivariate Probability Density Model Construction Techniques |
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428 | (3) |
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7 Methodological and Technical Comments |
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431 | (2) |
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Chapter XII Spatiotemporal Random Functionals |
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433 | (22) |
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1 Continuous Linear Random Functionals in the Space---Time Domain |
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433 | (14) |
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433 | (3) |
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1.2 Generalized Fourier Transform |
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436 | (3) |
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1.3 Space---Time Characteristic Functionals |
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439 | (2) |
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1.4 Functional Derivatives |
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441 | (6) |
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447 | (8) |
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Chapter XIII Generalized Spatiotemporal Random Fields |
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455 | (46) |
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455 | (13) |
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1.1 The Notion of Generalized Spatiotemporal Random Field |
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456 | (5) |
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1.2 Generalized Spatiotemporal Random Field Properties and Physical Significance |
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461 | (3) |
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1.3 Homostationary Generalized Spatiotemporal Random Fields |
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464 | (4) |
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2 Spatiotemporal Random Fields of Orders v/μ |
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468 | (9) |
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2.1 Departure From Space---Time Homostationarity |
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468 | (2) |
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2.2 Space-Time Detrending |
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470 | (4) |
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2.3 Ordinary Spatiotemporal Random Field-v/μ Representations of the Generalized Spatiotemporal Random Field-v/μ |
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474 | (1) |
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2.4 Determination of the Operator Qv/μ and Its Physical Significance |
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475 | (2) |
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3 The Correlation Structure of Spatiotemporal Random Field-v/μ |
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477 | (13) |
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3.1 Space-Time Functional Statistics |
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477 | (2) |
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3.2 Generalized Spatiotemporal Covariance Functions |
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479 | (2) |
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3.3 Generalized Spectral Representations and Permissibility of Generalized Covariances |
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481 | (3) |
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3.4 Generalized Covariance Function Models |
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484 | (6) |
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4 Discrete Linear Representations of Spatiotemporal Random Fields |
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490 | (11) |
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4.1 Space---Time Random Increments |
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490 | (5) |
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4.2 Space---Time Variogram Analysis |
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495 | (6) |
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Chapter XIV Physical Considerations |
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501 | (20) |
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1 Spatiotemporal Variation and Laws of Change |
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501 | (3) |
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2 Empirical Algebraic Equations |
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504 | (2) |
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3 Physical Differential Equations |
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506 | (6) |
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4 Links Between Stochastic Partial Differential Equation and Generalized Random Fields |
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512 | (6) |
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4.1 Links in Terms of the Random Functional |
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513 | (2) |
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4.2 Links in Terms of the Detrending Operator |
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515 | (3) |
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5 Physical Constraints in the Form of Integral Relationships, Domain Restrictions, and Dispersion Equations |
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518 | (3) |
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Chapter XV Permissibility in Space-Time |
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521 | (22) |
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1 Concerning Permissibility |
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521 | (1) |
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522 | (6) |
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523 | (2) |
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2.2 Limitations of Bochnerian Analysis |
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525 | (3) |
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528 | (1) |
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4 Formal and Physical Permissibility Conditions for Covariance Functions |
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529 | (11) |
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4.1 Permissibility Conditions for Space---Time Homostationary Covariance Functions |
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530 | (2) |
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4.2 Permissibility Conditions for Space---Time Isostationary Covariance Functions |
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532 | (3) |
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4.3 Permissibility Conditions for Generalized Spatiotemporal Covariance Functions |
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535 | (2) |
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4.4 Permissibility Conditions for Spatiotemporal Covariance Matrices |
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537 | (3) |
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5 More Consequences of Permissibility |
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540 | (3) |
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Chapter XVI Construction of Spatiotemporal Covariance Models |
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543 | (54) |
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543 | (2) |
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2 Probability Density Function---Based and Related Techniques |
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545 | (7) |
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2.1 Linking Directly Covariance Models and Probability Density Functions |
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545 | (3) |
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2.2 Using Polynomial-Exponential Functions |
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548 | (2) |
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2.3 Using Spectral Functions |
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550 | (2) |
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3 Delta and Related Techniques |
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552 | (5) |
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552 | (2) |
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3.2 Normalized Angular Spectrum Decomposition |
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554 | (1) |
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3.3 Normalized Frequency Spectrum (or Coherency Function) Decomposition |
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555 | (2) |
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4 Space Transformation Technique |
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557 | (3) |
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5 Physical Equation Techniques |
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560 | (12) |
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5.1 Covariance Construction From Stochastic Partial Differential Equation Representations |
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560 | (10) |
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5.2 Covariance Construction From Algebraic Empirical Relationships |
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570 | (2) |
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572 | (8) |
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7 Integral Representation Techniques |
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580 | (2) |
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8 Space---Time Separation Techniques |
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582 | (4) |
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9 Dynamic Formation Technique |
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586 | (1) |
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587 | (1) |
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11 Attribute and Argument Transformation Techniques |
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588 | (2) |
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11.1 Attribute Transformation |
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588 | (1) |
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11.2 Argument Transformation |
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589 | (1) |
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12 Cross-Covariance Model Construction Techniques |
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590 | (3) |
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13 Revisiting the Role of Physical Constraints |
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593 | (1) |
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594 | (3) |
Exercises |
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597 | (46) |
References |
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643 | (10) |
Appendix |
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653 | (12) |
Index |
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665 | |