Summarizing the GRF’s correlation structure

  • In an intrinsically stationary GRF, the variance of \(Z(s_i) - Z(s_j)\) is a function of the distance \(h = s_i - s_j\) (see before).
  • By definition:
    • variogram = \(2 \cdot \gamma(h) = Var[Z(s + h) - Z(s)] = E[(Z(s + h) - Z(s))^2]\)
    • semivariogram = \(\gamma(h) = \frac{1}{2} \cdot Var[Z(s + h) - Z(s)] = \frac{1}{2} \cdot E[(Z(s + h) - Z(s))^2]\)