Intrinsically stationary random field (source code)

= Intrinsically stationary random field

An intrinsically stationary random field has constant mean and finite increment <variances> depending only on displacement. Its <semivariogram> is $\gamma(h)=\tfrac12\operatorname{Var}[Z(s+h)-Z(s)]$. Second-order stationarity implies this property, but the converse can fail: subtracting the value at a fixed origin from a stationary field preserves increments and makes marginal <variance> vary with location.