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Space-time models based on random fields with local interactions

Christopoulos Dionysios, Tsantili Ivi

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URIhttp://purl.tuc.gr/dl/dias/8BDD8640-30ED-4555-BA54-66ECEE31DF49-
Identifierhttps://www.worldscientific.com/doi/abs/10.1142/S0217979215410076-
Identifierhttps://doi.org/10.1142/S0217979215410076-
Languageen-
TitleSpace-time models based on random fields with local interactionsen
CreatorChristopoulos Dionysiosen
CreatorΧριστοπουλος Διονυσιοςel
CreatorTsantili Ivien
CreatorΤσαντιλη Ηβηel
PublisherWorld Scientific Publishingen
Content SummaryThe 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
Type of ItemPeer-Reviewed Journal Publicationen
Type of ItemΔημοσίευση σε Περιοδικό με Κριτέςel
Licensehttp://creativecommons.org/licenses/by/4.0/en
Date of Item2018-10-10-
Date of Publication2016-
SubjectCorrelation modelingen
SubjectLinear responseen
SubjectLocal interactionsen
SubjectMaximum entropyen
SubjectSpace-time modelsen
Bibliographic CitationD. 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/S0217979215410076en

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