Gamma random field simulation by a covariance matrix transformation method |
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Authors: | Jun-Jih Liou Yuan-Fong Su Jie-Lun Chiang Ke-Sheng Cheng |
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Affiliation: | (1) Department of Bioenvironmental Systems Engineering, National Taiwan University, Taipei, Taiwan, ROC;(2) Department of Soil and Water Conservation, National Pingtung University of Science and Technology, Pingtung, Taiwan, ROC;(3) Hydrotech Research Institute, National Taiwan University, Taipei, Taiwan, ROC; |
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Abstract: | In studies involving environmental risk assessment, Gaussian random field generators are often used to yield realizations of a Gaussian random field, and then realizations of the non-Gaussian target random field are obtained by an inverse-normal transformation. Such simulation process requires a set of observed data for estimation of the empirical cumulative distribution function (ECDF) and covariance function of the random field under investigation. However, if realizations of a non-Gaussian random field with specific probability density and covariance function are needed, such observed-data-based simulation process will not work when no observed data are available. In this paper we present details of a gamma random field simulation approach which does not require a set of observed data. A key element of the approach lies on the theoretical relationship between the covariance functions of a gamma random field and its corresponding standard normal random field. Through a set of devised simulation scenarios, the proposed technique is shown to be capable of generating realizations of the given gamma random fields. |
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