首页 | 本学科首页   官方微博 | 高级检索  
     


Gamma random field simulation by a covariance matrix transformation method
Authors:Jun-Jih Liou  Yuan-Fong Su  Jie-Lun Chiang  Ke-Sheng Cheng
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;
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.
Keywords:
本文献已被 SpringerLink 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号