Explanation 2: Gaussian Random Fields

One of the most common types of random fields is the Gaussian random field, also known as a Gaussian
process. Gaussian random fields assume that the random variables assigned to each location follow a
multivariate normal distribution. This distribution is fully characterized by its mean and covariance
functions, which describe the expected values and pairwise covariances between all points in the field.

The mean function represents the overall trend or pattern in the data, while the covariance function
(also known as the kernel function) captures the spatial correlation structure. Different choices of
covariance functions lead to different behaviors of the random field. For instance, an exponential
covariance function implies that nearby points have stronger correlations than distant points.

Gaussian random fields have numerous applications, including spatial interpolation, regression analysis,
and geostatistical modeling. They are widely used in environmental sciences to model phenomena like
air quality, soil properties, or temperature distributions across a region.