Skip to main content
Log in

Constructing a Numerically Statistical Model of a Homogeneous Random Field with a Given Distribution of the Integral over One of the Phase Coordinates

  • MATHEMATICS
  • Published:
Doklady Mathematics Aims and scope Submit manuscript

Abstract

A numerically implementable model of a three-dimensional homogeneous random field in a “horizontal” layer 0 < z < H is constructed assuming that the integral of the field with respect to the “vertical” coordinate z has a given infinitely divisible one-dimensional distribution and a given correlation function. An aggregate of n independent elementary horizontal layers of thickness h = H/n shifted vertically by a random variable uniformly distributed in the interval (0, h) is considered as a basic model.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1.

We’re sorry, something doesn't seem to be working properly.

Please try refreshing the page. If that doesn't work, please contact support so we can address the problem.

REFERENCES

  1. Z. A. Piranashvili, “Some problems in statistical probabilistic modeling of stochastic processes,” in Issues of Operations Research (Mitsniereba, Tbilisi, 1966), pp. 53–91 [in Russian].

    Google Scholar 

  2. G. A. Mikhailov and A. V. Voitishek, Numerical Statistical Simulation: Monte Carlo Methods (Akademiya, Moscow, 2006) [in Russian].

    Google Scholar 

  3. V. A. Ogorodnikov, E. G. Kablukova, and S. M. Prigarin, Stat. Paper 59 (4), 1521–1532 (2018).

    Article  Google Scholar 

  4. A. A. Borovkov, Mathematical Statistics (Nauka, Novosibirsk, 1997) [in Russian].

    MATH  Google Scholar 

  5. M. Schafer, E. Bierwirth, A. Ehrlich, et al., Atmos. Chem. Phys. 17, 2359–2372 (2017).

    Article  Google Scholar 

  6. E. Lukacs, Characteristic Functions, 2nd ed. (Hafner, New York, 1970).

    MATH  Google Scholar 

Download references

Funding

This work was performed within the state task 0315-2019-0002 and was supported in part by the Russian Foundation for Basic Research, grant nos. 18-01-00149, 18-01-00356, 18-01-00609.

Author information

Authors and Affiliations

Authors

Corresponding authors

Correspondence to G. A. Mikhailov or E. G. Kablukova.

Additional information

Translated by I. Ruzanova

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Mikhailov, G.A., Kablukova, E.G., Ogorodnikov, V.A. et al. Constructing a Numerically Statistical Model of a Homogeneous Random Field with a Given Distribution of the Integral over One of the Phase Coordinates. Dokl. Math. 100, 529–532 (2019). https://doi.org/10.1134/S1064562419060073

Download citation

  • Received:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1134/S1064562419060073

Navigation