Series representations and simulations of isotropic random fields in the Euclidean space

This paper introduces the series expansion for homogeneous, isotropic and mean square continuous random fields in the Euclidean space, which involves the Bessel function and the ultraspherical polynomial, but differs from the spectral representation in terms of the ordinary spherical harmonics that has more terms at each level.The series representation provides a simple and efficient approach for simulation of isotropic (non-Gaussian) random fields.

Distribution of random motion at renewal instants in three-dimensional space

In physics, chemistry, and mathematics, the process of Brownian motion is often identified with the Wiener process that has infinitesimal increments. Recently, many models of Brownian motion with finite velocity have been intensively studied. We consider one of such models, namely, a generalization of the Goldstein--Kac process to the three-dimensional case with the Erlang-2 and Maxwell--Boltzmann distributions of velocities alternations. Despite the importance of having a three-dimensional isotropic random model for the motion of Brownian particles, numerous research efforts did not lead to an expression for the probability of the distribution of the particle position, the motion of which is described by the three-dimensional telegraph process. The case where a particle carries out its movement along the directions determined by the vertices of a regular $n+1$-hedron in the $n$-dimensional space was studied in \cite{Samoilenko}, and closed-form results for the distribution of the particle position were obtained. Here, we obtain expressions for the distribution function of the norm of the vector that defines particle's position at renewal instants in semi-Markov cases of the Erlang-2 and Maxwell--Boltzmann distributions and study its properties. By knowing this distribution, we can determine the distribution of particle positions, since the motion of a particle is isotropic, i.e., the direction of its movement is uniformly distributed on the unit sphere in ${\mathbb R}^3$. Our results may be useful in studying the properties of an ideal gas.

Method of spherical phase screens for the modeling of propagation of diverging beams in inhomogeneous media

The phase-screen (split-step) method is widely used for the modeling of wave propagation in inhomogeneous media. Most known is the method of flat phase screens. An optimized approach based on cylindrical phase screen was introduced for the 2-D modeling of radio occultation sounding of the Earth’s atmosphere. In this paper, we propose a further generalization of this method for the 3-D problem of propagation of diverging beams. Our generalization is based on spherical phase screens. In the paraxial approximation, we derive the formula for the vacuum screen- to-screen propagator. We also derive the expression for the phase thickness of a thin layer of an isotropic random media. We describe a numerical implementation of this method and give numerical examples of its application for the modeling of a diverging laser beam propagating on a 25 km long atmospheric path.

Identification and isotropy characterization of deformed random fields through excursion sets

A deterministic application θ:ℝ2→ℝ2 deforms bijectively and regularly the plane and allows the construction of a deformed random field X∘θ:ℝ2→ℝ from a regular, stationary, and isotropic random field X:ℝ2→ℝ. The deformed field X∘θ is, in general, not isotropic (and not even stationary), however, we provide an explicit characterization of the deformations θ that preserve the isotropy. Further assuming that X is Gaussian, we introduce a weak form of isotropy of the field X∘θ, defined by an invariance property of the mean Euler characteristic of some of its excursion sets. We prove that deformed fields satisfying this property are strictly isotropic. In addition, we are able to identify θ, assuming that the mean Euler characteristic of excursion sets of X∘θ over some basic domain is known.