TY - JOUR AU - Brouste, Alexandre AU - Istas, Jacques AU - Lambert-Lacroix, Sophie PY - 2010/08/05 Y2 - 2024/03/29 TI - On Simulation of Manifold Indexed Fractional Gaussian Fields JF - Journal of Statistical Software JA - J. Stat. Soft. VL - 36 IS - 4 SE - Articles DO - 10.18637/jss.v036.i04 UR - https://www.jstatsoft.org/index.php/jss/article/view/v036i04 SP - 1 - 14 AB - 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). ER -