On simulation of manifold indexed fractional Gaussian fields - Archive ouverte HAL
Article Dans Une Revue Journal of Statistical Software Année : 2010

On simulation of manifold indexed fractional Gaussian fields

Résumé

To simulate fractional Brownian motion indexed by a manifold poses serious numerical problems: storage, computing time and choice of an appropriate grid. We propose an effective and fast method, valid not only for fractional Brownian fields indexed by a manifold, but for any Gaussian fields indexed by a manifold. The performance of our method is illustrated with different manifolds (sphere, hyperboloid).
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Dates et versions

hal-00853119 , version 1 (22-08-2013)

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  • HAL Id : hal-00853119 , version 1

Citer

Alexandre Brouste, Jacques Istas, Sophie Lambert. On simulation of manifold indexed fractional Gaussian fields. Journal of Statistical Software, 2010, 36 (4), pp.1-14. ⟨hal-00853119⟩
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