Stochastic representation for anisotropic permeability tensor random fields

Local Whittle estimator for anisotropic random fields

AMS 1991 subject classifications: primary 62G07 secondary 62M10 Keywords: Spatial long memory Local Whittle method a b s t r a c t A local Whittle estimator is developed to simultaneously estimate the long memory parameters for stationary anisotropic scalar random fields. It is shown that these estimators are consistent and asymptotically normal, under some weak technical conditions. A brief si...

Random Projection-Based Anderson-Darling Test for Random Fields

In this paper, we present the Anderson-Darling (AD) and Kolmogorov-Smirnov (KS) goodness of fit statistics for stationary and non-stationary random fields. Namely, we adopt an easy-to-apply method based on a random projection of a Hilbert-valued random field onto the real line R, and then, applying the well-known AD and KS goodness of fit tests. We conclude this paper by studying the behavior o...

From Stochastic Completion Fields to Tensor Voting

Several image processing algorithms imitate the lateral interaction of neurons in the visual striate cortex V1 to account for the correlations along contours and lines. Here we focus on two methodologies: tensor voting by Guy and Medioni, and stochastic completion fields by Mumford, Williams and Jacobs. The objective of this article is to compare these two methods and to place them into a commo...

Stochastic Processes and Random Fields

Packing Dimension Results for Anisotropic Gaussian Random Fields

Let X = {X(t), t ∈ RN} be a Gaussian random field with values in Rd defined by X(t) = ( X1(t), . . . , Xd(t) ) , ∀ t ∈ R , where X1, . . . , Xd are independent copies of a centered real-valued Gaussian random field X0. We consider the case when X0 is anisotropic and study the packing dimension of the range X(E), where E ⊆ RN is a Borel set. For this purpose we extend the original notion of pack...