Ιδρυματικό Αποθετήριο
Πολυτεχνείο Κρήτης
Πολυτεχνείο Κρήτης
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| URI | http://purl.tuc.gr/dl/dias/8BDD8640-30ED-4555-BA54-66ECEE31DF49 | - |
| Αναγνωριστικό | https://www.worldscientific.com/doi/abs/10.1142/S0217979215410076 | - |
| Αναγνωριστικό | https://doi.org/10.1142/S0217979215410076 | - |
| Γλώσσα | en | - |
| Τίτλος | Space-time models based on random fields with local interactions | en |
| Δημιουργός | Christopoulos Dionysios | en |
| Δημιουργός | Χριστοπουλος Διονυσιος | el |
| Δημιουργός | Tsantili Ivi | en |
| Δημιουργός | Τσαντιλη Ηβη | el |
| Εκδότης | World Scientific Publishing | en |
| Περίληψη | The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or the respective covariance functions. In the statistical literature, covariance functions are often based on mathematical constructions. In this paper, we propose deriving space-time covariance functions by solving "effective equations of motion", which can be used as statistical representations of systems with diffusive behavior. In particular, we propose to formulate space-time covariance functions based on an equilibrium effective Hamiltonian using the linear response theory. The effective space-time dynamics is then generated by a stochastic perturbation around the equilibrium point of the classical field Hamiltonian leading to an associated Langevin equation. We employ a Hamiltonian which extends the classical Gaussian field theory by including a curvature term and leads to a diffusive Langevin equation. Finally, we derive new forms of space-time covariance functions. | en |
| Τύπος | Peer-Reviewed Journal Publication | en |
| Τύπος | Δημοσίευση σε Περιοδικό με Κριτές | el |
| Άδεια Χρήσης | http://creativecommons.org/licenses/by/4.0/ | en |
| Ημερομηνία | 2018-10-10 | - |
| Ημερομηνία Δημοσίευσης | 2016 | - |
| Θεματική Κατηγορία | Correlation modeling | en |
| Θεματική Κατηγορία | Linear response | en |
| Θεματική Κατηγορία | Local interactions | en |
| Θεματική Κατηγορία | Maximum entropy | en |
| Θεματική Κατηγορία | Space-time models | en |
| Βιβλιογραφική Αναφορά | D. T. Hristopulos and I. C. Tsantili, "Space-time models based on random fields with local interactions," Int. J. Mod. Phys. B, vol. 30, no. 15, Jun. 2016. doi: 10.1142/S0217979215410076 | en |
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