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Fast and exact simulation of Gaussian random fields defined on the sphere cross time

Lookup NU author(s): Professor Emilio Porcu

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Abstract

© 2019, Springer Science+Business Media, LLC, part of Springer Nature. We provide a method for fast and exact simulation of Gaussian random fields on the sphere having isotropic covariance functions. The method proposed is then extended to Gaussian random fields defined over the sphere cross time and having covariance functions that depend on geodesic distance in space and on temporal separation. The crux of the method is in the use of block circulant matrices obtained working on regular grids defined over longitude and latitude.

Publication metadata

Author(s): Cuevas F, Allard D, Porcu E

Publication type: Article

Publication status: Published

Journal: Statistics and Computing

Year: 2020

Volume: 30

Pages: 187-194

Print publication date: 01/02/2020

Online publication date: 02/05/2019

Acceptance date: 10/04/2019

ISSN (print): 0960-3174

ISSN (electronic): 1573-1375

Publisher: Springer New York LLC

URL: https://doi.org/10.1007/s11222-019-09873-1

DOI: 10.1007/s11222-019-09873-1

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