Effect of trends on correlation in open and closed three-component systems

It is well known among geologists that closure of an open-number system, as when stratigraphic rock thicknesses are converted to percentages, introduces correlations among the components even in the absence of correlations in the open system. In closed three-component systems the covariances are single-valued functions of the closed variances and are exactly predictable. If the open system has inherent correlation (point correlations) among its components the corresponding closed covariances reflect their presence in a predictable manner. If areal trends are present in the open system, the open covariances are themselves affected, but this trend effect can be completely removed to recover the initial point correlations among the components. Areal trends in open systems strongly influence the structure of the closed variance-covariance matrices, and the situation becomes increasingly complicated if the open system has both point correlations and areal trends. The paper considers the problems involved, and includes Monte Carlo runs to compare computed and predicted variances and covariances as data sets are followed from open systems with correlation but no trend to the closed equivalent of open systems with point correlations and trends.