Prediction and Conditional Simulation of a 2D Lognormal Diffusion Random Field |
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Authors: | R Gutiérrez C Roldán R Gutiérrez-Sánchez J M Angulo |
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Institution: | (1) Department of Statistics and Operations Research, University of Granada, Campus de Fuentenueva s/n, E-18071 Granada, Spain;(2) Department of Statistics and Operations Research, University of Jaén, Paraje Las Lagunillas s/n, B-3, Dep. 074, E-23071 Jaén, Spain |
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Abstract: | This paper describes techniques for estimation, prediction and conditional simulation of two-parameter lognormal diffusion
random fields which are diffusions on each coordinate and satisfy a particular Markov property. The estimates of the drift
and diffusion coefficients, which characterize the lognormal diffusion random field under certain conditions, are used for
obtaining kriging predictors. The conditional simulations are obtained using the estimates of the drift and diffusion coefficients,
kriging prediction and unconditional simulation for the lognormal diffusion random field.
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Keywords: | Conditional simulation Diffusion random field Kriging Lognormal diffusion process |
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