Authors: | Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix | ||||
Title: | On Simulation of Manifold Indexed Fractional Gaussian Fields | ||||
Abstract: | 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). | ||||
Page views:: 3607. Submitted: 2009-10-02. Published: 2010-08-05. |
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Paper: |
On Simulation of Manifold Indexed Fractional Gaussian Fields
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DOI: |
10.18637/jss.v036.i04
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![]() This work is licensed under the licenses Paper: Creative Commons Attribution 3.0 Unported License Code: GNU General Public License (at least one of version 2 or version 3) or a GPL-compatible license. |