Constrained realizations and minimum variance reconstruction of non-Gaussian random fields
Author(s) -
Ravi K. Sheth
Publication year - 1995
Publication title -
monthly notices of the royal astronomical society
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 2.058
H-Index - 383
eISSN - 1365-8711
pISSN - 0035-8711
DOI - 10.1093/mnras/277.3.933
Subject(s) - random field , gaussian , physics , gaussian random field , statistical physics , degrees of freedom (physics and chemistry) , log normal distribution , variance (accounting) , field (mathematics) , mathematics , gaussian process , statistics , pure mathematics , quantum mechanics , accounting , business
With appropriate modifications, the Hoffman--Ribak algorithm that constructs constrained realizations of Gaussian random fields having the correct ensemble properties can also be used to construct constrained realizations of those non-Gaussian random fields that are obtained by transformations of an underlying Gaussian field. For example, constrained realizations of lognormal, generalized Rayleigh, and chi-squared fields having n degrees of freedom constructed this way will have the correct ensemble properties. The lognormal field is considered in detail. For reconstructing Gaussian random fields, constrained realization techniques are similar to reconstructions obtained using minimum variance techniques. A comparison of this constrained realization approach with minimum variance, Wiener filter reconstruction techniques, in the context of lognormal random fields, is also included. The resulting prescriptions for constructing constrained realizations as well as minimum variance reconstructions of lognormal random fields are useful for reconstructing masked regions in galaxy catalogues on smaller scales than previously possible, for assessing the statistical significance of small-scale features in the microwave background radiation, and for generating certain non-Gaussian initial conditions for N-body simulations
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