Page 218 - Modern Spatiotemporal Geostatistics
P. 218
Single-Point Analytical Formulations 199
where
.
is the mean vector for points p t (i = 1, . . , m and fc), and
is the (centered) covariance matrix between all these points.
Proof: Essentially, we need to determine the form of the operator 9£ in Equa-
tion 6.17 (p. 132). Given the general knowledge above, the % is given by
In the following calculations it will be convenient to define the coefficients
In view of Equation 10.6, Equation 5.6 (p. 106) becomes
where and
x
By letting i(> map = X ma.p ~ ma P, the partition function can be written as
Furthermore,
1
where is the ij'-th element of the inverse matrix A and, since
we find