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Relationships between correlation lengths and integral scales for covariance models with more than two parameters

M. Zukovic

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URIhttp://purl.tuc.gr/dl/dias/857114D5-BE48-4FF5-AE02-64898F5CC3E8-
Identifierhttps://doi.org/10.1007/s00477-010-0407-y-
Languageen-
Extent8 pagesen
TitleRelationships between correlation lengths and integral scales for covariance models with more than two parametersen
CreatorM. Zukovicen
CreatorD. T. Hristopulosen
PublisherSpringer-Verlagen
Content SummaryIn geostatistical applications, the terms correlation length and range are often used interchangeably and refer to a characteristic covariance length ξ that normalizes the lag distance in the variogram or the covariance model. We present equations that strictly define the correlation length (r c ) and integral range (ℓ c ). We derive analytical expressions for r c and ℓ c of the Whittle–Matérn, fluctuation gradient curvature and rational quadratic covariances. For these covariances, we show that the correlation length and integral range for a given model are not fully determined by ξ. We define non-trivial covariance functions, and we formulate an ergodicity index based on ℓ c . We propose using the ergodicity index to compare coarse-grained measures corresponding to non-trivial covariance functions with different parameters. Finally, we discuss potential applications of the proposed covariance models in stochastic subsurface hydrology.en
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2015-09-26-
Date of Publication2011-
Bibliographic CitationD. T. Hristopulos,M. Zukovic ," Relationships between correlation lengths and integral scales for covariance models with more than two parameters ", Stoch. Env. Res. and Risk As.,vol. 25, no. 1 , pp. 11-19, 2011.doi:10.1007/s00477-010-0407-yen

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