Random field (source code)

= Random field

A <Random field> is a family of <random variables> indexed by points of a spatial domain, or more generally by a multi-dimensional parameter set. When <second moment>[second moments] are finite, its componentwise <covariance function> and <spectral tensor> describe second-order dependence. A <Gaussian random field> has jointly Gaussian <finite-dimensional distribution>[finite-dimensional distributions]; a general <Random field> need not be Gaussian.