Gaussian Random Particles with Flexible Hausdorff Dimension

Gaussian particles provide a flexible framework for modelling and simulating three-dimensional star-shaped random sets. In our framework, the radial function of the particle arises from a kernel smoothing, and is associated with an isotropic random field on the sphere. If the kernel is a von Mises-F...

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Veröffentlicht in:Advances in applied probability 2015-06, Vol.47 (2), p.307-327
Hauptverfasser: Hansen, Linda V., Thorarinsdottir, Thordis L., Ovcharov, Evgeni, Gneiting, Tilmann, Richards, Donald
Format: Artikel
Sprache:eng
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Zusammenfassung:Gaussian particles provide a flexible framework for modelling and simulating three-dimensional star-shaped random sets. In our framework, the radial function of the particle arises from a kernel smoothing, and is associated with an isotropic random field on the sphere. If the kernel is a von Mises-Fisher density, or uniform on a spherical cap, the correlation function of the associated random field admits a closed form expression. The Hausdorff dimension of the surface of the Gaussian particle reflects the decay of the correlation function at the origin, as quantified by the fractal index. Under power kernels we obtain particles with boundaries of any Hausdorff dimension between 2 and 3.
ISSN:0001-8678
1475-6064
DOI:10.1017/S0001867800007874