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    Rivoirard Cours 00312

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    Ioannis Kapageridis

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    Introduction to disjunctive kriging and nonlinear geostatistics by Jacques RIVOIRARD c4143 Décembre 1990 (CENTRE DE GEOSTATISTIQUE £35, RUE SAINT-HONORE, 77305 FONTAINEBLEAU (Fran) SS EOOLE DES MINES DE PARIS cevne oc atosransnate, ae hee Spiro oa. ‘na Sat-Hoert, 7705 FONTANEBLEAL Force © ensure ‘TABLE OF CONTENTS Introduetion «4.4004 ‘Usual notations... PART ONE : POINT ESTIMATION 41. Reminder on Cokriging «.+..e+e+00 1.1 Why we Cokriging? 12 Simplyng Cotrigng <==. 13 intrsaly Coreatd Varies 14 Factoring the 21,22, 2 13 Beampls. 2, Indicator Functions 21 Coding though Indcators 2.2 Developing functions 23 Limits of tinea pestaiscs 24 Disjunctive Kriging DK. 2 Omer Generating Famis 266 What do we need for Disjunctive King ? 3. The Mosaic Model: Indicators ‘that are Intrinsically Correlated . 4. Isofactorial Model with no Edge Effects: ‘Orthogonal Indicator Residu 441 otc Mode 42 Bag Etec 43 Ane of Ble ict Ortho inate Rests ‘CUmporant Beebe 445 Consrotng the mode! 5, Isofactorial Models with Edge Efects ‘the Example of the Gaussian Model . ‘1 pitfsion Mode $$2Gamian Model 553 Hemite Polynomials 514 Expesing Functions in Tees of lenitePpnomias 55 Gaussian Disanctive King e 5am Anamosa oat Samay 53:7 Other Dilfsion Model o.oo $8 Beerees BRBSE eeeenNem B (6. More about the Gaussian Model .. {61 Disjunctive Keging ofthe Raw Vasile 62 The Reon betes he Comins 63 Incas (64 Ore and Matal Quantities. 7.DK and Conditional Expectation .. “11 "The Mathematical Constenset and Iconstencies of DK 712'The Conditional Expectation in Multinormal Model 8, Estimation of Regularized Variables 81 Keigng. oo 82 Dishncive Krging 43 Beample: DK ofa propetion ‘84 Important comment 9. The Problems of Stationarity ...... 9.1 Kring. 92 Colin. 53 Dsante King 96 Lopnormal bing PART TWO: THE CHANGE OF SUPPORT ..... 10, Change of support in Global Estimation 101 Itrodetion =. 102 Reooerble reserves 103 Seley Curves 104 Carters Relation 105 The Discrete Ganesan Mode (Up 106 Brees 11, Local Estimation «| 1.1 A Pint - Block Moset cere 112 The Discrete Gausian Model @) 113 Dijnctve Kling 114 Condional Expectation 155 Uniform Conditioning wing + Noma Vite 12, Problems with Stationarity ...... 121 Disjunctive Kring and Coniional Expectation 12.2 Using Uniform Coniioning to Impoaea Value... 12:3 Changing of Sopp at Sample Foss Conclusion... References aeee 8 wees & asee & ob B ae uzsee @ aaeeee ff say a Introduction ‘The discipline which is now known as geostatistics began to develope over thirty ‘years ago for mining evaluation and since has extended to other fields of activity. Around {060 in particular, G. Matheron built linear geostatistics. Some of its tools (variogram, kriging) are widely used nowadays. Linear geostatistics makes it possible for instance t0 evaluate the metal content ofa mining block or panel by estimating the mean of the grades Of the points init from samples. The reader of this book is supposed to be familiar with linear geostatistics. In the sixties non linear methods based on lognormal distributions had alreadly been developed for the needs of South-African gold fields. To estimate a panel from samples, 1D. G. Krige had proposed a lognormal regression, which later led to lognormal kriging And this is stil in use today. Before that H. S. Sichel had been involved in evaluating deep ‘deposits from only a few samples. He had proposed an estimator and given confidence intervals for the mean, assuming the sample values were independent and distributed according to the same lognormal law. But it was mainly from the seventies on that the techniques now called non linear ‘geostatistics have been developed. Among the more and more difficult mining evaluation problems that geostatistics had to face was that of predicting the results of a selective Imining process. To simplify, imagine a deposit made up of many small selection blocks Defore its exploitation stars. Whats then importants not to have an estimated value (by ‘riging or other method) forthe grade ofeach block, but to know ifthe grade of such small blocks, a they will be known at the time oftheir individual mining will exceed the cut-off between waste and ore, and to predict the quantity of metal which willbe recovered, Such ‘typically non linear problem arises in other fields. For instance in pollution, each time tne are ot really interested in obtaining an estimate, often smoothed and of a limited precision, of real values, but rather we wantto find out the probability thasuch real values passa threshold. “The formalism and the tools af non linear geostatistics have been developed to solve problems like these. ‘These nonlinear methods are more powerful than their linear ‘counterparts but are more complex mathematically. So potentially interested users are bften put off by the mathematics. Nevertheless it is necessary o understand some of the ‘mathematics to use them correctly. In particular the user must understand why and how ‘these mathematical ideas come into play. ‘This tent was written at the request of several users of linear geostatistics who were interested in applying nonlinear methods. So instead of being mainly mathematical it builds on theit knowledge of and experience in linear geostatistics. The main developments are given in detail, but to keep the text readable the les important ones have been reduced to a minimum or omitted (e-. estimation variances, the problems of convergence, the DK probability density function, the 1* order variogram, ec... Thope that the reader will grasp the essentials of the methods presented here, and that this will give him a solid grounding to which he can add more detail by further reading (forexample, on the different isofactoral models used in disjunctive kriging and changing ‘of support), ‘Acknowledgement: I would like to thank Margaret Armstrong for her help with this work and her translation of the original French text, and Richard Webster for his numerous and valuable ‘comments. xa ¥p 2) % Be), Var (2) Cov YZ) eo) wth) ph (20) Fe) Fe) Troe: Usual notations variables 1 point in space variable (grade for instance) at point x another variable at pint x (ee: gaussian transform ofthe grade) sample points a block, or is support a larger support sade on support » gaussian transform of Z(9) expectation (mean value) of Z variance of Z covariance between ¥ and Z a distance, or a distance vector covariance at distance h variogram spherical variogram with range 20 and sill 1 cat. of 2¢0) = P(Z(x) < 2) probability of having Z@2) of these model sais the elaine my -7iF Coy ‘Asa general rule, the regression between indicator functions at a given point x can be written as: Bthyye2! Inger =F lwer ‘This is clear as one of two things must happen: either the conditioning variable Lyyp 1 is zer0 (Le. Yfs)<1) and sol yyy 22 ~oralteratively Ly) sequal 1 then Tyg) x2 i equal 1 wth the probably = 1) = 7 orto otherwise, and so its mean valu is 72 PO) = 2 | Ye) = 1) 7 to 0 otherwise, and so its. val T So the regression can be written a abow. Is residual yy = 2 ~ 22 Aygy 1 clearly has 4 zero mean and is uncorrelated with the condoning variable Tyg When there is no edge effect, this residual is also orthogonal t0 Ly.) 21: Bh £(yge2-F Lye) Trermar 1 = Th Such residuals play a special role in this model, Let us consider the famly consisting of Ho (Ye) = 1 Twat, Hh (YQ) Ha (Ye) 23 _ ler sory = Lapse Inger For £20, (1G) isequalto the residual ot 22>! gearing trom te lower indeaoe yg) 1. The mulpiatie factor 7 permis to simple the writings Then we hav: 1 = mow =P ‘which means tha these residuals form a generating family. Moreover, from [4-3 itfollows that they are orthogonal. So these residuals factorize the indicators. They ae the factors ‘of the model whose bivariate distributions satisfy (4-3), which then is isofactorial. When ‘sing this model, we have only to krige each of the factors separately in order to cokrige the indicators or equivalently for the disjunctive kriging of any function: a Gree! © Sim own i a It is easy to extend these results to more than 4 values. However, ifa variable takes ‘many values, then these should be grouped into a few clases. “The model can be tested experimentally by comparing te indicator eros variograms, -74(8) with the auto variograms y ih) for J>i 44 Important Exercise Let Y(x) be a stationary Random Function taking the values 0, 1, 2,3, Suppose that the cross-variograms ofits indicators 7 y(H) are proportional tothe auto variograms +y(h) for j>i. So the indicator residuals are orthogonal. Once they have been calculated at the sampling points, we observe that: the ot esl Of) = LB" 1, and tenes gp 1s pally wl structured 22 lwer Anges Anges yer, ot ae pe = the other residuals H2 (M0) nugget ‘Anexample of this might be a set of mineralised veins, witha geometry which is structured, ‘but within which the grades are completely random. The lowest cut-off, as it makes the c) ‘The way the figure 4-2-d has been constructed makes that there is no edge effect ‘when leaving the small values. But when leaving the large values, we meet medium values preferentially to small ones. So there are edge effects in this direction. Note that in the mosaic model ofthe chapter 3 there are no edge effects in either direction (i. working Upwards or downwards). Lastly, in the models described in the following chapters (and in figure 4-1 as the reader will realize), there are edge effects in both directions. 5. Isofactorial Models with Edge Effects: the Example of the Gaussian Model ‘The gaussian model is the most commonly used model with edge effects. It is an isofactorial model, the factors of which are the Hermite polynomials. DKis obtained by kriging these factors separately. npratice the variable understudy seldom has anormal distribution. Soa transformation is needed to get 0 it S.L.Diffusion Model In general edge effects exist, and in order to go from a point witha value (HI) to a point with a value (+1), we go through points that take the intermediate value Z. We then {se “diffusion models”, We shall not go into the theory in detail here, but itis based on ‘stochastic diffusion processes. Once the process has reached a certain value ata particular time, itcan remain at that value, or move to a neighbouring state ~ either (7+) oF 1)~ ‘but it cannot jump straight to any other value. "These models exist both when the values taken by the variable are discrete and when they are continuous. An example ofthe latter is the commonly used gaussian model. ‘52. Gaussian Model Inthis model the variable V/s) which is assumed to have 2er0 mean and unit variance, has a normal (Le. gaussian) distribution. That is, ts pa is: aed which when graphed has the familiar form in Figure 5-1. Its cumulative distribution function isthe integral (Figure 5-2) ow = [7 aoa ‘There is no convenient analytical expression for this function. However, its values have been worked out and tabulated, and it can be approximated numerically when using computers. 2g a ge 10 a0 gtr 0 ee ae a0 20 10 00 1020-30 igure 5-2 ‘The pairs of points (Yfs), Yoe+h)) are assumed to have a bivariate normal distribution (e. any linear combination of them is normal) which is characterized by their correlation coefficient p p(t). Their pdf can be written as: Consequently their isodensity curves are the ellipses: + ut-2 up = constant “The scatter diagram of the pairs of values is eliptic (igure 5-3), and all the narrower that the correlation s higher. When p() iszero the variables Y(x) and Yc+h) are independent ‘and the scatter diagram becomes round. $2 Hermite Polynomials, ‘Hermite polynomials Hy [Yé)] are polynomials that have special properties related to the normal distribution. They are defined by Rodrigues's formula (n = 0): 1 #6) ' UT eG) ar be where Zr is a normalisation factor. The Hermite polynomial Hy) sa polynomial of degree. More specifically, Hy) = HQ) = M0) = 5-0 ‘The other polynomials are related and can be calculated using the reeatrence relation (n> 0 Hass 0) = = Fey YH) Ee Hos 0) So itis easy to calculate the Hermite polynomials starting from the value of the normal ‘arable 2). In practice, we generally need at most afew dozens ofthe. xcept for Ho(Y(s)) which is a constant (2, their means ae: E [Hew] = { Hr Oeo & = 0 and, because of the normalisation factor, their variances are: Var { Hy (¥@)) = BEL Ha YP) = 1 Lastly when p #1: Cov (Hp (¥)), Hy CY) | = E (Hy (FG) Hy 1 = 0 So or ges pints, th Hemitepobomial at orthogonal when Yi santa ‘.4 Expressing Fumetions in Terms of Hermite Polynomials Practically any function of Ys) can be expanded in terms of Hermite polynomials: LU Y@) = fot fi Hs (+ fi He (YO) + =X fe Ha YO ao Using the orthogonality of the Hermite polynomials, we find that E LAY) Ha (MO) | = E { Sa Hp (YE) 1 Hn (YD) = 5 fp EL Hp (YO) He HOD is equal to fy - This enables us to calculate these coefficients: fe = ELM) Hy OM) 1 = f 9) Ha 0) 80) 67 {for any given function f. In particular: fo ESO C)I Example the indicator fenton | 2p, "The coefficient of order is: Ha 0) 80) & f= J Lyx, dor aon ay = |” We find for n fo = Gore) and for n > 1, fom the deinition [5-1] ofthe polynomials Iu Fe Hoa 0) 0) lence the expansion ofthe indicator: Lynx = 6) + Fe Ho 00) 600) He MO o) So any function of Yt) in particular any indicator of Ys), can be expanded in terms ofthe generating family 1, (V3). We then noed only to cokrge Hy() in order to Geduce the cokriging ofthe indicators and hence the disjunctive kriging of any function. Breree ‘Show that the variance of f /¥(x)] is given by: Var ote), = Sa? in se the orthogonality ofthe polynomials. 5.5 Gaussian Disjunctive Kriging ‘When the pairs (Ys), ¥le+h)) are bivariate standard normal with correlation p (), the Hermite polynomials have the following property: E [Hin (Mle +h) | YO = Le GI He (HO) 6) and so: Cov (Hy (VG), Ha (Mle + HNL = E Hp (WG) Hn (WEE + )] » = EL Hltte)) EO +) [1 = Leh EL Hy Oe) Ha OO) 1 ‘Taking p = n gives the spatial covariance of Hy (Ys) whichis equal to fp), that is the covariance of Ys) raised t then™ power. As pf) < p(0)= 1, the spaial dependence (of H,(¥(e) decreases rapidly to nothing as m increases, Le. the structurs tends to pure nugget. For p #1 the two Hermite polynomials H,(¥(s) and H,(Y6) are spatially uncorrelated, They are the factors ofthe (bi-)gaussian model, which then sisofuctorial ‘Consequently the polynomials have ony to be kriged separately to give the cokriging of the indicators and hence the DK of any function of Ys): FIVE) = fo + fi UH (HONE + fa la (VENTE + 6-4) I we denote: fe the experimental points, bes = 9 fea-¥) the covariance between Véra) and Yo), Thy lo) = Hu [Yea] the Hermite polynomials, we have [Hn (1) IE = Sdn Hn (a) ‘where the Aya satisfy the system: 1D Aap Cov (Hela) Ha¥)] = Cov | Ha Vad, Hn (ED) * ie Fhe l cael" = Lean)" for all ‘As the correlation structure fo(h)” of Hy (¥() rapidly tends to one of pure nugget, the ierged estimator at an unknown point rapidly tends to its mean, that i, «0 zero. So even ifthe coefficients, are not negligible, we have to krige only fairly few polynomialsin(5~#) to get the result. Usualy itis less than a dozen. Exercise: ‘Show that the kriging variance of Hy (¥()) can be writen: hy = 1-E doa [ Gee” nd that the DK estimation variance off /¥()/ is given by. Var GTMN-AMCN) = 5 G0? ce » 5.6 Gaussian Anamorphosis or a Transformation to Normality Gaussian disjunctive keiging presupposes that the variables (¥(), Y¢e+h)) are bivariate normal, and consequently that (sis univariate normal, The variable studied, 2G), is very rarely normally distributed, so some sort of transformation (called ‘anamorphosis) is required to convert it to a normal variate Ye). We thenassume that the transformed pairs (Ys), Yoc+h)) are bivariate normal. ‘This transformation converts the histogram of data Zs) into a standard normal distribution, Figure 54. nm 92 ¥% Figures 5-4 a ‘On the cumulative distribution functions of Z(s) and Y(x, it associates each value 2 with the value y which corresponds to the same cumulative probability, Figure 5-5. A 4 FG) = P[ Zia) <2] Gy) = PLY@) <1 Fi) = Go) Figure 5-5 “The function z= 6) that relates z andy i called the anamorphosis function, Figure 5-6 Figure 5-6 2 ‘Comments: 41) Knowing the anamorphosis ofthe variable 2(x) is equivalent to knowingits distribution, In particular the anamorphosis records the irregularities that are present in the experimental distribution and create problems when one wants to represent the lstibution with a given statistical law (normal, lognormal, gamma, 2) The anamorphosis of a normal variable is linear (see formula 5-5 further). 2) The lognormal case is presented in exercise 3, chapter 5.8. 5.1 Other Diffusion Models It is not always possible to transform the variable Z(x) to normality. Suppose for ‘example that we are dealing with a concentration and that 50% of the values at the ‘Sampling points are zero. They correspond to the 50% of negative gaussan equivalents, but there isa problem deciding which gaussian value we should associate each zero. An arbitrary choice for each gives a normal distribution, but the local estimates obtained from these values could well be arbitrary to0. (Moreover, the bivariate distrbution will not generally be normal). Other isofactorial diffusion models can be used in cases when: ~The distribution of 2/4) contains “atoms” (that is, classes of identical values). = The transformed variable ¥() is not bivariate normal, In these cases, the following models may prove to be appropriate (Matheron 1973, 1976, 1984, Hu 1988): ~The hermitian model which is a generalisation ofthe preceding (bi-)grussian one. The ‘marginal distributions are normal and the factors are still Hermite polynomials. = The bivariate gamma, and more generally, the Laguerre models. Here the marginal distributions are gamma and the factors are the Laguerre polynomials, ~The negative binomial models which ae the discrete equivalent of the previous models. Lastly a general method has been developed for constructing isofuctorial models forthe discrete case on an empirical bass. (Cf. Matheron 1984, Lajaunie and Lantuéjoul 1989). ‘Sa Exercises Here are some simple exercises designed to help readers work with the normal, bivariate normal and lognormal distributions. 1) Anon standard normal variable ‘Suppose the mean and variance of a normally distributed random variable Z are m and o? (instead of and 1 for standard variables) In this case the variable U = 2 is a standard normal variate. In other words, any normal variable can be written as: Zam+oU 6-5) ‘where m isthe mean, 0? the variance and U's the associated standard normal variate. This ‘expression i very convenient as it allows us to express any normal variable in terms of Standard one for which we know the pdf and the cumulative distribution function, ‘Use this expression to show that the cumulative distribution function of Z can be written as: recs = (2) Hence deduce the paf of Z by differentiating this: eg Gog) a eo 20m sacl normal variable (important!) Let (Vo, ¥}) be a pair of bivariate normal random variables with a standardised distribution and a correlation coefficient p « Consider the random variable: u = Hee 6-6 ime a) Show that: EU) Var (U) = 1 Vis normally distributed. Consequently U isa standard normal variate ») Secondly show that Cov UY ey ‘SoU and ¥; are uncorrelated, Note that the pair VU, ¥; )is bivariate normal (any linear ‘combination of U andy is normaly distributed because itis also a linar combination ‘of Yo and Y; , which are bivariate normal). As U and Y; are uncorrelated and normally distributed, they are independent. ©) Show that 5-6 can be written as; Y= ov t i-eu where U isa standard normal variate that is independent of Yj. Consequently, if we know that Yj = yp , we have: n= ont fi-e Uv 6-7 From this deduce that the variable Yo conditioned by ¥; = yy is normally distributed ‘with mean EY | Yi = yi) = yz and with variance 1-p2 ol % FY; = yr then we can use the value (Vo | Yi = yi) as an estimate of Yo. Note that the estimation variance of Yo given Yi = yz, ie. 1-p?, does not depend ony {) Deduce the regression equation of Yp knowing Yj, that is: 2% 1 ¥) = 0% Note that its linear. ©) Use the operation 5-7 o find the expression forthe estimator of L cy given Ye=y1: E(Lney [Mend 3) Lognormal variable ‘Avariable Z is lognormal ifits natural logarithm log Z is normally distributed. Let a and o? ‘be the mean and variance of log Z. We can then write: " log Z= "+ oY where Ysa standard normal variate, Consequenty: Zmerter werner ‘So we see that in this particular case, the anamorphosis function Z = (Y) is an ‘exponential. Inthe subsequent calculations we shall often use: Elev) =eF 6-8) 3s it isa standard normal variate. ) Show thatthe mean of Z canbe writen as: Mewes ott From this deduce that Z canbe writen as z=meort 6-9 1) Use a similar procedure to calculate 2?) and hence deduce the variance of Z: Var Z = M(@%~1) 4 (Bivariate) Lognormal regression Suppose that Zp and Z; ae lognormal From (5-9) we have: Zamestd n= mertd wore Yoand ¥ ae standard normal variates and where they ae bivariate normal with {correlation coffcintp. Rowing that Z; 21, ofcourse, equivalent knowing that Yi=y1 with: aa mend From 5-7, show that: Gal man) = (mer%t | H=y) = mesoniren-4 6-10) where U/isa standard normal variate. 8) Use 5-8 to determine the mean of this distribution: Ba | Z= 2) = Bol Yi=y) ) Given that Z;=27 , we can use Zp" = E(Zo | Zi = 21) to estimate Zp. Separate out Zo" as a factor in the formula $-10 and show that the conditional variable is also lognormal. Calculate the variance of this variable (see exercise 3b). This is also the estimation variance of Zp given that Z=2j. Note that in contrast to the normally distributed case the estimation variance depends on the value of z. ) Regression : E(Zo |Z) = (Za | Yi) ‘Note that itis not the initial form of Zo, where Yo would have been replaced improperly by EY 1 ¥) = oN! ‘Show thatthe regression can be written as: Bs | Zi) = ¢ (@D™ where ¢ is # constant, Note that this regression isnot near, ‘Remark: the bilognormal regression is sometimes used in Uranium mining to model the ‘elation between the radiometric measures and the chemical uranium grades. a 6. More about the Gaussian Model In the preceding chapter we saw that we had only to krige each of the Hermite ‘polynomials Hy (¥()) separately in order to deduce the disjunctive kriging estimator of any {function of Y(x) provided that he pairs (x), ¥(e+h) are bivariate normal. This chapter gives ‘more details on disjunctive kriging that are needed for instance to program it 6. Disiunetive Kriging of the Raw Variable ‘The transformed variable Ye) obtained from the raw variable Zs) i assumed tobe bivariate normal. As we saw earlier, disjunctive kriging allows us to estimate any function ‘of Ys) by wsing its expansion in terms of Hermite polynomials. So we can estimate Zs) = © [VG] this way once we hae its expansion: ZG) = @ (VO) = 0 + 1 Hr WO] + 62 He EI] + ‘The function can be determined graphically as was shown in figures 5-4 and 5-5. Here ‘we shall express it in terms ofthe coefficients 4 ofits expansion. We now describe a way to calculate these (Lantuéjoul and Rivoirard 1984), ‘Suppose there are enough sample data for the distribution of Zs) to be known ‘experimentally. Although there are often many different values of Zs), here are only a finite number of them. We can arrange them in inereasing order: a Sac a suda with the frequencies: PPR Ph wed ‘Their cumulative frequencies are: Fe) = PZ) <2) = 0 Fle) = Pla) < 2) = pr Fees) = PZ) < 23) = pi + Pr Fay = PR) <2) = Ey Fa) = Ps) <2) = 1-p 8 ‘These cumulative frequencies correspond to gaussian equivalents (normal scores) ‘with the same cumulative frequency: Fa) = GO) So we have: F@)-P@) = GG )-GOd That is P lei s Ze) <2i1) = PLS Y@) Jo" 5 mo 0 6 2 Lf Ms Gov) isi) Fe Het GD ab 2, G2) Fe Hus Od for g(i) = a(-%) = 0 and gona) = 6%) 0. _Aswe now know the coefficients, we can krige the Hi, /Y(2) to obtain the disjunctive kriging of Z(s) = ® [Y 6] (2) IPE = Go + dr Er [YOO + oo Ha YQ) + {6.2 The Relation between the Covariances Let us consider the expansion ofa function f(Y() in terms of Hermite polynomials: MVC) = fo +S fa HV) Py with fo = E [F (69) J. spatial covariance is cov [fre + 1), AVON] = E [AME + M1-f9 HY@)-19)] = ALCS to Mave +) CS fy MEMO] Since the bivariate distribution (V(x), Yée+h) is assumed to be normal the Hermite polynomials are orthogonal and so we obtain: Cov [AMG + A), AVE = EG)? E CHalMe + 4) Hy) = 5G? Le@r 1) ‘So there is a relationship between the covariance of the gaussian equivalent and any function of it. In particular, we get the following relation between the covariance of the gaussian equivalent obtained by anamorphosis, assumed to be bivariate normal and that fof the raw variable Z(s)= ©/¥(s): Cov (Zee), e+ = Zn) ? le@r 62 ‘This relation can even be used to test the binormalityof the pairs (¥6), Yfe+h). Remarks ‘Asn increases, [p(h)]" becomes spatially less dependent and tendsto pure nugget. In particular, for n> 1, (p(t) i less structured than py), which isthe covariance of the ‘gaussian variable, From (6-2), Z(x), or more generally, from (6-1), any function of Ys), proves to be less structured than the gaussian variable. 63. Indicators {In many problems involving thresholds, we want to estimate whetker the unknown value 2() of the variable at points is more of less than a certain cutoff, In other words, sve want to estinae the indicator Lzgyex, [Note that this isnot a question of knowing it an estimated value 2()* is less than the cutoff, which is eprescated by the indicator Lzep

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