Macroscale structural complexity analysis of subordinated spatiotemporal random fields

TL;DR

This paper investigates the large-scale structural complexity of subordinated spatial and spatiotemporal random fields using informational measures, revealing how long-range dependence influences mutual information decay and complexity.

Contribution

It introduces a novel analysis of subordinated Lancaster-Sarmanov random fields under LRD, extending to spatiotemporal cases with a functional approach and divergence-based mutual information.

Findings

Mutual information decays asymptotically with a power law depending on LRD parameters.

Sensitivity of mutual information to deformation parameters is characterized.

Results demonstrate the impact of subordinating functions on structural complexity.

Abstract

Large-scale behavior of a wide class of spatial and spatiotemporal processes is characterized in terms of informational measures. Specifically, subordinated random fields defined by non-linear 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 beween marginal distributions for infinitely increasing distance, which can be properly interpreted as a measure of macroscale structural complexity and diversity, has an asymptotic power decay that directly 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 R\'enyi 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 spatio-temporal random fields.