The objective of this work is to extend kriging, a geostatistical interpolation method, to honor parameter nonnegativity. The new method uses a prior probability distribution based on reflected Brownian motion that enforces this constraint. The work presented in this paper focuses on interpolation problems where the unknown is a function of a single variable (e.g. time), and is developed both for the case with and without measurement error in the available data. The algorithms presented for conditional simulations are computationally efficient, particularly in the case with no measurement error. We present an application to the interpolation of dissolved arsenic concentration data from the North Fork of the Humboldt River, Nevada.
Stochastic Environmental Research and Risk Assessment Stochastic Environmental Research and Risk Assessment (SERRA) will publish research papers, reviews and technical notes on stochastic and probabilistic approaches to environmental sciences and engineering, including interactions of earth and ... » Read more