On Simulation of Manifold Indexed Fractional Gaussian Fields

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...

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Bibliographic Details
Main Authors:	Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix
Format:	Article
Language:	English
Published:	Foundation for Open Access Statistics 2010-10-01
Series:	Journal of Statistical Software
Subjects:	manifold indexed fractional Brownian field simulation
Online Access:	http://www.jstatsoft.org/v36/i04/paper

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spelling	doaj-6ba0f6fe770c414ca85600f34b4db7c52020-11-24T22:17:14ZengFoundation for Open Access StatisticsJournal of Statistical Software1548-76602010-10-013604On Simulation of Manifold Indexed Fractional Gaussian FieldsAlexandre BrousteJacques IstasSophie Lambert-LacroixTo 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).http://www.jstatsoft.org/v36/i04/papermanifold indexed fractional Brownian fieldsimulation
collection	DOAJ
language	English
format	Article
sources	DOAJ
author	Alexandre Brouste Jacques Istas Sophie Lambert-Lacroix
spellingShingle	Alexandre Brouste Jacques Istas Sophie Lambert-Lacroix On Simulation of Manifold Indexed Fractional Gaussian Fields Journal of Statistical Software manifold indexed fractional Brownian field simulation
author_facet	Alexandre Brouste Jacques Istas Sophie Lambert-Lacroix
author_sort	Alexandre Brouste
title	On Simulation of Manifold Indexed Fractional Gaussian Fields
title_short	On Simulation of Manifold Indexed Fractional Gaussian Fields
title_full	On Simulation of Manifold Indexed Fractional Gaussian Fields
title_fullStr	On Simulation of Manifold Indexed Fractional Gaussian Fields
title_full_unstemmed	On Simulation of Manifold Indexed Fractional Gaussian Fields
title_sort	on simulation of manifold indexed fractional gaussian fields
publisher	Foundation for Open Access Statistics
series	Journal of Statistical Software
issn	1548-7660
publishDate	2010-10-01
description	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).
topic	manifold indexed fractional Brownian field simulation
url	http://www.jstatsoft.org/v36/i04/paper
work_keys_str_mv	AT alexandrebrouste onsimulationofmanifoldindexedfractionalgaussianfields AT jacquesistas onsimulationofmanifoldindexedfractionalgaussianfields AT sophielambertlacroix onsimulationofmanifoldindexedfractionalgaussianfields
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On Simulation of Manifold Indexed Fractional Gaussian Fields

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