Radial Covariance Functions Motivated by Spatial Random Field Models with Local Interactions
Abstract
We derive explicit expressions for a family of radially symmetric, non-differentiable, Spartan covariance functions in that involve the modified Bessel function of the second kind. In addition to the characteristic length and the amplitude coefficient, the Spartan covariance parameters include the rigidity coefficient which determines the shape of the covariance function. If Spartan covariance functions exhibit multiscaling. We also derive a family of radially symmetric, infinitely differentiable Bessel-Lommel covariance functions valid in . We investigate the parametric dependence of the integral range for Spartan and Bessel-Lommel covariance functions using explicit relations and numerical simulations. Finally, we define a generalized spectrum of correlation scales in terms of the fractional Laplacian of the covariance function; for the extend from the smoothness microscale to the integral range . The smoothness scale of mean-square continuous but non-differentiable random fields vanishes; such fields, however, can be discriminated by means of scales obtained for .
Cite
@article{arxiv.1401.2823,
title = {Radial Covariance Functions Motivated by Spatial Random Field Models with Local Interactions},
author = {Dionissios T. Hristopulos},
journal= {arXiv preprint arXiv:1401.2823},
year = {2015}
}
Comments
14 pages, 10 figures, 5 Appendices; Version 2: minor typos corrected