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1 | (8) |
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1 | (1) |
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1.2 Convolution (Moving Average) |
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2 | (2) |
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1.2.1 Regularisation of a Function ƒ (weighted moving average of this function) |
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3 | (1) |
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1.3 Geostatistics and the Theory of Regionalised Variables |
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4 | (1) |
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1.3.1 Field and Support of a Regionalised Variable |
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4 | (1) |
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1.4 Transitive Methods and Intrinsic Theory |
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5 | (2) |
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7 | (2) |
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9 | (36) |
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9 | (2) |
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2.1.1 Properties of the Geometrical Covariogram K(h) |
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10 | (1) |
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2.2 The Transitive Covariogram |
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11 | (3) |
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2.2.1 Properties of the Transitive Covariogram g(h) |
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11 | (1) |
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12 | (2) |
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2.3 Regularisation and Grading |
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14 | (5) |
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2.3.1 Regularisation of a Regionalised Variable |
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14 | (1) |
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14 | (1) |
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2.3.3 Grading in the Isotropic Case |
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15 | (4) |
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2.4 Estimation of a Regionalised Variable |
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19 | (18) |
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2.4.1 Exact Expression of the Estimation Variance (Regular Grid) |
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19 | (4) |
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2.4.2 Case of a Stratified Random Grid |
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23 | (1) |
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2.4.3 Approximation Formulae in the One-Dimensional Space |
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24 | (3) |
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2.4.4 Approximation Formulae in Rn |
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27 | (5) |
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2.4.5 Application to the Estimation of a Surface |
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32 | (2) |
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2.4.6 Passage to the Probabilistic Version of the Theory |
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34 | (3) |
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2.5 Exercises on Transitive Methods |
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37 | (8) |
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2.5.1 Exercises on Sections 2.1 and 2.2 |
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37 | (3) |
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2.5.2 Exercises on Grading |
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40 | (2) |
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2.5.3 Exercises on Estimation |
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42 | (1) |
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2.5.4 Exercises on Transitive Theory for Measures |
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43 | (2) |
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3 Theory of Intrinsic Random Functions |
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45 | (56) |
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45 | (3) |
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3.1.1 Notion of a Random Function |
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45 | (1) |
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3.1.2 Stationary Random Functions |
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46 | (1) |
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46 | (1) |
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3.1.4 The Covariance K(h) |
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46 | (1) |
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3.1.5 Second Order Stationary Hypothesis |
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47 | (1) |
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3.1.6 Infinite A Priori Variance |
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47 | (1) |
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3.1.7 Intrinsic Hypothesis |
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47 | (1) |
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3.2 Properties of the Covariance and of the Semi-Variogram |
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48 | (5) |
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3.2.1 Authorised Linear Combinations |
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49 | (2) |
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3.2.2 Continuity in Quadratic Mean and Other Properties |
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51 | (2) |
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3.3 Regularisation of an Intrinsic Random Function |
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53 | (4) |
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3.3.1 Stochastic Integral |
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53 | (1) |
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3.3.2 Stochastic Convolution |
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54 | (2) |
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56 | (1) |
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3.4 Extension and Estimation Variances |
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57 | (6) |
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57 | (1) |
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3.4.2 Estimation Variance |
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58 | (1) |
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3.4.3 Variance of v within V |
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59 | (3) |
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3.4.4 Application: Random or Stratified Random Networks |
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62 | (1) |
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3.5 Approximation Methods in One Dimension |
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63 | (3) |
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3.5.1 The Correspondence Principle |
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63 | (1) |
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3.5.2 Principle of Composition of Elementary Extension Variances |
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64 | (2) |
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3.6 Approximation Method in Rn |
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66 | (5) |
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3.6.1 Case of Three Dimensions |
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70 | (1) |
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71 | (3) |
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3.7.1 Genesis of the Nugget Effect |
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71 | (1) |
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3.7.2 Macroscopic Influence of the Nugget Effect |
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72 | (2) |
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3.8 The de Wijsian Scheme |
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74 | (7) |
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74 | (2) |
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3.8.2 The Two-Dimensional de Wijsian Scheme |
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76 | (2) |
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3.8.3 The de Wijsian Scheme in Three-Dimensional Space |
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78 | (3) |
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81 | (2) |
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3.10 Statistical Inference and Quasi-Stationarity |
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83 | (5) |
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3.10.1 Quasi-Stationary Random Function |
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83 | (2) |
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3.10.2 Computation of the Estimation Variance |
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85 | (2) |
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3.10.3 Possibility of Statistical Inference |
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87 | (1) |
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3.11 Exercises on Intrinsic Random Functions |
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88 | (13) |
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3.11.1 Exercises on the Construction of Intrinsic Random Functions |
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88 | (2) |
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3.11.2 Exercises on Estimation Variances |
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90 | (1) |
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3.11.3 Exercises on the Nugget Effect, de Wijsian Schemes, and Spherical Schemes |
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91 | (1) |
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3.11.4 Exercises on Large Grids |
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92 | (5) |
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3.11.5 Exercises on Statistical Inference for Random Functions |
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97 | (4) |
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101 | (22) |
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4.1 The Object of Kriging |
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101 | (3) |
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104 | (2) |
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4.3 Stationary Random Functions with Zero or A Priori Known Expectation |
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106 | (2) |
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4.4 Stationary Random Functions with Unknown Expectation |
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108 | (4) |
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108 | (1) |
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4.4.2 Optimal Estimation of the Expectation |
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109 | (1) |
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4.4.3 The Additivity Theorem |
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110 | (2) |
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4.5 Case of an Intrinsic Random Function without Covariance |
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112 | (1) |
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113 | (10) |
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123 | (56) |
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123 | (4) |
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5.1.1 Review of Least Squares Methods |
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123 | (1) |
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5.1.2 Statement of the Problem and General Hypotheses |
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124 | (3) |
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5.2 Optimal Estimation of the Drift |
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127 | (17) |
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5.2.1 Estimation of the Drift at a Point |
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127 | (3) |
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5.2.2 Estimation of the Coefficients of a Drift |
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130 | (2) |
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5.2.3 Tensorial Invariance |
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132 | (2) |
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5.2.4 The Variogram of the Residuals |
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134 | (2) |
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5.2.5 Comparison with the Method of Maximum Likelihood |
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136 | (1) |
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5.2.6 Case of a Drift Given in an Implicit Form |
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137 | (2) |
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5.2.7 Comparison with Least Squares Methods |
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139 | (5) |
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144 | (8) |
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5.3.1 Equations of Universal Kriging |
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144 | (2) |
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146 | (2) |
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5.3.3 Kriging Considered as an Interpolator |
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148 | (4) |
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5.4 Universal Kriging for a Random Drift |
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152 | (7) |
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152 | (2) |
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5.4.2 Estimation of a Drift |
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154 | (1) |
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5.4.3 An Equivocal Example |
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155 | (3) |
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5.4.4 The Problem of the Constant Term A0 |
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158 | (1) |
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159 | (1) |
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159 | (4) |
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160 | (1) |
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5.5.2 Optimal Estimation of the Drift |
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161 | (1) |
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162 | (1) |
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5.6 The Indeterminability of the Underlying Variogram |
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163 | (6) |
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5.6.1 Statement of the Problem |
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163 | (2) |
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5.6.2 Universal Quadratic Estimators |
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165 | (2) |
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5.6.3 General Form of the Admissible Covariance Matrices |
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167 | (1) |
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5.6.4 Consequences for the Optimal Estimators |
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168 | (1) |
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5.7 Exercises on Chapter 5 |
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169 | (10) |
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5.7.1 Exercises on Drifts |
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169 | (4) |
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5.7.2 Exercises on Kriging and Cokriging |
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173 | (4) |
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5.7.3 Exercises on the Indeterminability of the Underlying Covariance |
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177 | (2) |
References |
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179 | (2) |
Epilogue |
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181 | (8) |
Index |
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189 | |