Fast and exact synthesis of some operator scaling Gaussian random fields - Archive ouverte HAL
Article Dans Une Revue Applied and Computational Harmonic Analysis Année : 2020

Fast and exact synthesis of some operator scaling Gaussian random fields

Résumé

Operator scaling Gaussian random fields, as anisotropic generalizations of self-similar fields, know an increasing interest for theoretical studies in the literature. However, up to now, they were only defined through stochastic integrals, without explicit covariance functions. In this paper we exhibit explicit covariance functions, as anisotropic generalizations of fractional Brownian fields ones, and define corresponding Operator scaling Gaussian random fields. This allows us to propose a fast and exact method of simulation based on the circulant embedding matrix method, following ideas of Stein [34] for fractional Brownian surfaces syntheses. This is a first piece of work to popularize these models in anisotropic spatial data modeling.
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Dates et versions

hal-01485685 , version 1 (09-03-2017)

Identifiants

Citer

Hermine Biermé, Céline Lacaux. Fast and exact synthesis of some operator scaling Gaussian random fields. Applied and Computational Harmonic Analysis, 2020, 48 (1), pp.293-320. ⟨10.1016/j.acha.2018.05.004⟩. ⟨hal-01485685⟩
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