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Pré-Publication, Document De Travail Année : 2016

Regularity properties and simulations of Gaussian random fields on the Sphere cross Time

Jorge Clarke de La Cerda
Alfredo Alegría
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Résumé

We study the regularity properties of Gaussian fields defined over spheres across time. In particular, we consider two alternative spectral decompositions for a Gaussian field on S 2 × R. For each decomposition, we establish regularity properties through Sobolev and interpolation spaces. Then, conditions for sample Hölder continuity are also provided. We propose a simulation method and study its level of accuracy in the L 2 sense. The method turns to be both fast and efficient.
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Dates et versions

hal-01394121 , version 1 (08-11-2016)
hal-01394121 , version 2 (23-01-2018)

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Jorge Clarke de La Cerda, Alfredo Alegría, Emilio Porcu. Regularity properties and simulations of Gaussian random fields on the Sphere cross Time. 2016. ⟨hal-01394121v1⟩
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