Informational assessment of large scale self-similarity in nonlinear random field models

Abstract

AbstractLarge-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 measure of large scale structural complexity and diversity, has an asymptotic power law decay that depends on the underlying LRD parameter scaled by the subordinating function rank. Sensitivity with respect to distortion induced by the deformation parameter under the generalized form given by divergence-based Rényi mutual information is also analyzed. In the spatiotemporal framework, a spatial infinite-dimensional random field approach is adopted. The study of the large-scale asymptotic behavior is then extended under the proposal of a functional formulation of the Lancaster–Sarmanov random field class, as well as of divergence-based mutual information. Results are illustrated, in the context of geometrical analysis of sample paths, considering some scenarios based on Gaussian and Chi-Square subordinated spatial and spatiotemporal random fields.