MAY 2010 EXAMINATION DIET

SCHOOL OF MATHEMATICS & STATISTICS

MODULE CODE: MT4537
MODULE TITLE: Spatial processes
EXAM DURATION: 2 hours
EXAM INSTRUCTIONS Attempt ALL questions.
The number in square brackets shows the max-
imum marks obtainable for that question or
part-question.
Your answers should contain the full working
required to justify your solutions.

PLEASE DO NOT TURN OVER THIS EXAM PAPER UNTIL YOU

ARE INSTRUCTED TO DO SO.

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1. (a) The pair correlation function g is a second order summary characteristic
that is used to assess the spatial behaviour of a point pattern. Briefly discuss
how the pair correlation function is used in the context of stationary point
processes. [2]
(b) Figure 1 shows the plot of the estimated pair correlation function for a point
pattern formed by a species of waterstriders on the surface of a lake. What
conclusion on the properties of the pattern can you draw from the shape of
the curve? [3]
1.0
0.8
0.6
g(r)

0.4
0.2
0.0

0.00 0.05 0.10 0.15 0.20

Figure 1: Pair correlation function for a pattern of waterstriders on the surface of a lake.

(c) The pair correlation function is strongly related to Ripley’s K-function.

Provide details of this relationship. What is the main advantage of using the
pair correlation function rather than the K-function? [3]

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 (d) What problem arises if a heterogeneous pattern is analysed with the pair
correlation function defined for stationary patterns. Discuss one possible
solution to this. [3]
(e) Suggest a model class that may be chosen to model a pattern with a pair
correlation function shaped like the one in Figure 1. [2]

2. Consider the restriction of the homogeneous Poisson process N to a bounded set

W conditional on N (W ) = n.

(a) Show that this conditioning yields a new point process which is the binomial
point process in W with n points. Hint: The void probabilities vK for the
binomial process are P(NW (n) (K) = 0) = (ν(W ) − ν(K))n /ν(W )n where
K ⊂ W and ν(.) is the Lebesgue measure. [3]

(b) Gibbs processes are a specific class of point process models.

(i) State the density of a Gibbs process with a random number of points
and explain its components. [2]
(ii) Which main difficulty arises in the estimation of the parameters of a
Gibbs process? Discuss the Berman-Turner device approach to solving
this problem. [5]
(iii) Why is this approach still unsatisfactory? [2]

3. Recall that a Cox process is an inhomogeneous Poisson process with random inten-
sity function {Λ(x)}. Given Λ(x) = λ(x), x ∈ Rk , {N (A)} is an inhomogeneous
Poisson process with intensity function λ(x).

(a) (i) Show that the mean of a Cox process is given by

Z
E(N (A)) = E(Λ(x))dx
A

[4]

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 (ii) and hence show that (first order) intensity is λ(x) = E(Λ(x)). [3]
(b) log Gaussian Cox processes
(i) A log Gaussian Cox (LGC) process is a specific type of Cox process.
How is it defined? [2]
(ii) Give the first and second order characteristics of an LGC process. [3]

4. (a) Geostatistics
(i) Explain the general aim of geostatistical modelling. [2]
(ii) Define universal kriging. [2]
(iii) A Gaussian Field W (s), s ∈ D ⊂ R2 is completely determined by its
expectation µ(s) and the covariance function c(s, s0 ). What conditions
must c(s, s0 ) satisfy in order to be a valid covariance function? [2]
(iv) Describe one family of valid covariance functions of a Gaussian field. [2]
(b) Lattice data
(i) Lattice data are often modelled with a Gauss-Markov random field
(GMRF). Give a definition of a GMRF. [2]
(ii) What is the precision matrix of a GMRF? Say why the precision matrix
is typically considered in GMRFs rather than the covariance matrix. [3]

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