2023
DOI: 10.1007/s00477-023-02541-x
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Informational assessment of large scale self-similarity in nonlinear random field models

José M. Angulo,
María D. Ruiz-Medina

Abstract: Large-scale behavior of a wide class of spatial and spatiotemporal processes is characterized in terms of informational measures. Specifically, subordinated random fields defined by nonlinear transformations on the family of homogeneous and isotropic Lancaster–Sarmanov random fields are studied under long-range dependence (LRD) assumptions. In the spatial case, it is shown that Shannon mutual information between random field components for infinitely increasing distance, which can be properly interpreted as a … Show more

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