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Realisability conditions for second‐order marginals of biphased media
Author(s) -
LachièzeRey Raphaël
Publication year - 2015
Publication title -
random structures and algorithms
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.314
H-Index - 69
eISSN - 1098-2418
pISSN - 1042-9832
DOI - 10.1002/rsa.20546
Subject(s) - variogram , bivariate analysis , covariance , covariance function , mathematics , gaussian , upper and lower bounds , constant (computer programming) , function (biology) , order (exchange) , multivariate normal distribution , set (abstract data type) , covariance mapping , statistics , kriging , multivariate statistics , computer science , mathematical analysis , physics , covariance intersection , finance , quantum mechanics , evolutionary biology , economics , biology , programming language
This paper concerns the second‐order marginals of biphased random media. We give discriminating necessary conditions for a bivariate function to be such a valid marginal, along with an algorithmic implementation, and illustrate our study with two theoretical applications: (1) the spherical variograms are valid indicator variograms if and only if they are multiplied by a sufficiently small constant, which upper bound is estimated, and (2) not every covariance/indicator variogram can be obtained with a Gaussian level set. © 2014 Wiley Periodicals, Inc. Random Struct. Alg., 47, 588–604, 2015
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