Professional Documents
Culture Documents
Mathematical Geology [mg] pp963-matg-470280 October 14, 2003 15:16 Style file version June 25th, 2002
P
n P
n
− λi λ j γ (h i j ) ≥ 0,
i=1 j=1
Pn
s.t. λi = 0.
i=1
Normally, verification of the above condition necessitates using the spectral rep-
resentation of variograms. Details can be found in Yaglom (1962), Christakos
(1984), Cressie (1991), and Chilès and Delfiner (1999).
643
0882-8121/03/0700-0643/1 °
C 2003 International Association for Mathematical Geology
P1: GCR
Mathematical Geology [mg] pp963-matg-470280 October 14, 2003 15:16 Style file version June 25th, 2002
Consider the simple configuration: x1 = (0, 0), x2 = (h, 0), x3 = (h, h).
Without loss of generality, a spherical model is chosen with sills varying
directionally on an ellipse. The main axes of the ellipse for the sills, C x and C y ,
are assumed parallel to the x and y axes, with C y ≤ C x . The ranges ax and a y
are taken to be equals (ax = a y = a) and the nugget is set to 0. Consider the case
h > a. The variogram values with this model and configuration are
γ (xi , xi ) = 0, i = 1, 2, 3
γ (x1 , x2 ) = C x ,
√
2 Cx C y
γ (x1 , x3 ) = C45 = q¡ ¢,
C x2 + C y2
γ (x2 , x3 ) = C y .
X
n X
n
− λi λ j γ (h i j ) = −(2C x − 4C y − 4C45 ),
i=1 j=1
NUGGETS ON AN ELLIPSE
X
n X
n √
− λi λ j γ (h i j ) = −(2C x h a − 4C y h a − 4C45 ( 2h)a ).
i=1 j=1
Thus, the model is not admissible with this choice of parameters. Similar counter-
examples can be constructed for the power a on an ellipse that lead to inadmissible
models.
Some choices of parameters for the ellipse could possibly provide admissible
variogram models, the isotropic case being a trivial example. The counter-examples
presented simply stress the need to develop simple sufficient admissibility condi-
tions ensuring correct specification of the elliptic parameter model. This task is not
trivial. In the meantime, except for the range parameter, care must be exercised in
adopting the author’s proposal of models having parameters varying directionally
on an ellipse.
REFERENCES
Chilès, J. P., and Delfiner, P., 1999, Geostatistics: Modeling spatial uncertainty: Wiley, New York,
695 p.
Christakos, G., 1984, On the problem of permissible covariance and variogram models: Water Resour.
Res., v. 20, no. 2, p. 251–265.
P1: GCR
Mathematical Geology [mg] pp963-matg-470280 October 14, 2003 15:16 Style file version June 25th, 2002
Cressie, N. A. C., 1991, Statistics for spatial data: Wiley, New York, 900 p.
Eriksson, M., and Siska, P. P., 2000, Understanding anisotropy computations: Math. Geol., v. 32, no. 6,
p. 683–700.
Yaglom, A. M., 1962, An introduction to the theory of stationary random functions: Prentice-Hall,
Englewood Cliffs, NJ, 235 p.
Denis Marcotte
Department of Civil, Geological and Mining Engineering
École Polytechnique de Montréal
C.P. 6079, Succ. Centre-ville
Montréal, Canada, H3C 3A7
e-mail: denis.marcotte@polymtl.ca