Gaussian processes and Gaussian random fields have been extensively studied and applied in many areas to model phenomena having self-similarity and long memory properties. Since many data sets from various areas such as image processing, hydrology, geostatistics and spatial statistics have anisotropic nature in the sense that they have different geometric and probabilistic characteristics along different directions, many authors have proposed applying anisotropic Gaussian random fields as more realistic models.
Дробное
броуновское движение – одна из самых популярных вероятностных фрактальных
моделей. Этот вероятностный процесс был введен А.Н. Колмогоровым,
фундаментальный вклад в его изучение сделали Б.Б. Мандельброт и В. Ван Несс.
Многокомпонентное
д
...
Читати далі »
