Chapter

Geostatistics Tróia ’92

Volume 5 of the series Quantitative Geology and Geostatistics pp 85-94

Joint Sequential Simulation of MultiGaussian Fields

  • J. Jaime Gómez-HernándezAffiliated withDepartment of Applied Earth Sciences, Stanford University
  • , André G. JournelAffiliated withDepartment of Applied Earth Sciences, Stanford University

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Abstract

The sequential simulation algorithm can be used for the generation of conditional realizations from either a multiGaussian random function or any non-Gaussian random function as long as its conditional distributions can be derived. The multivariate probability density function (pdf) that fully describes a random function can be written as the product of a set of univariate conditional pdfs. Drawing realizations from the multivariate pdf amounts to drawing sequentially from that series of univariate conditional pdfs. Similarly, the joint multivariate pdf of several random functions can be written as the product of a series of univariate conditional pdfs. The key step consists of the derivation of the conditional pdfs. In the case of a multiGaussian fields, these univariate conditional pdfs are known to be Gaussian with mean and variance given by the solution of a set of normal equations also known as simple cokriging equations. Sequential simulation is preferred to other techniques, such as turning bands, because of its ease of use and extreme flexibility.