In physics and mathematics, a random field is a random function over an arbitrary domain (usually a multi-dimensional space such as ). That is, it is a function that takes on a random value at each point (or some other domain). It is also sometimes thought of as a synonym for a stochastic process with some restriction on its index set. That is, by modern definitions, a random field is a generalization of a stochastic process where the underlying parameter need no longer be real or integer valued "time" but can instead take values that are multidimensional vectors or points on some manifold.
where each is an X-valued random variable.
In its discrete version, a random field is a list of random numbers whose indices are identified with a discrete set of points in a space (for example, n-dimensional Euclidean space). More generally, the values might be defined over a continuous domain, and the random field might be thought of as a "function valued" random variable as described above. In quantum field theory the notion is even generalized to a random functional, one that takes on random value over a space of functions (see path integral[disambiguation needed]).
for each choice of values . And each is the set of neighbors of . In other words, the probability that a random variable assumes a value depends on its immediate neighboring random variables. The probability of a random variable in an MRF is given by
where the sum (can be an integral) is over the possible values of k. It is sometimes difficult to compute this quantity exactly. In 1974, Julian Besag proposed an approximation method relying on the relation between MRFs and Gibbs RFs.
When used in the natural sciences, values in a random field are often spatially correlated. For example adjacent values (i.e. values with adjacent indices) do not differ as much as values that are further apart. This is an example of a covariance structure, many different types of which may be modeled in a random field. One example is the Ising model where sometimes nearest neighbor interactions are only included as a simplification to better understand the model.
Tensor-valued random fields
Random fields are of great use in studying natural processes by the Monte Carlo method, in which the random fields correspond to naturally spatially varying properties, such as soil permeability over the scale of meters, concrete strength over the scale of centimeters or graphite stiffness over the scale of millimeters.
This leads to tensor-valued random fields in which the key role is played by a Statistical Volume Element (SVE); when the SVE becomes sufficiently large, its properties become deterministic and one recovers the representative volume element (RVE) of deterministic continuum physics. The second type of random fields that appear in continuum theories are those of dependent quantities (temperature, displacement, velocity, deformation, rotation, body and surface forces, stress, etc.).
- Stochastic process
- Interacting particle system
- Stochastic cellular automata
- graphical model
- "Random Fields" (PDF).
- Vanmarcke, Erik (2010). Random Fields: Analysis and Synthesis. World Scientific Publishing Company. ISBN 978-9812563538.
- Arregui Mena, J.D.; Margetts, L.; et al. (2014). "Practical Application of the Stochastic Finite Element Method". Archives of Computational Methods in Engineering. 23 (1): 171–190. doi:10.1007/s11831-014-9139-3.
- Arregui Mena, J.D.; et al. (2018). "Characterisation of the spatial variability of material properties of Gilsocarbon and NBG-18 using random fields". Journal of Nuclear Materials. 511: 91–108. doi:10.1016/j.jnucmat.2018.09.008.
- Malyarenko, Anatoliy and Ostoja-Starzewski, Martin (2019). Tensor-Valued Random Fields for Continuum Physics. Cambridge University Press. ISBN 9781108429856.CS1 maint: Multiple names: authors list (link)
- Adler, RJ & Taylor, Jonathan (2007). Random Fields and Geometry. Springer. ISBN 978-0-387-48112-8.
- Besag, J. E. (May 1974) "Spatial Interaction and the Statistical Analysis of Lattice Systems", Journal of the Royal Statistical Society Series B 36(2): 192-236.
- David Griffeath (1976) "Random Fields", chapter 12 of Denumerable Markov Chains, 2nd edition, by John G. Kemeny, Laurie Snell, and Anthony W. Knapp, Springer-Verlag ISBN 978-1-4684-9455-6
- Khoshnevisan (2002). Multiparameter Processes - An Introduction to Random Fields. Springer. ISBN 0-387-95459-7.