|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:: 3096. Submitted: 2009-10-02. Published: 2010-08-05.
On Simulation of Manifold Indexed Fractional Gaussian Fields
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