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  • 标题:Regularity properties and simulations of Gaussian random fields on the sphere cross time
  • 本地全文:下载
  • 作者:Jorge Clarke De la Cerda ; Alfredo Alegría ; Emilio Porcu
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2018
  • 卷号:12
  • 期号:1
  • 页码:399-426
  • DOI:10.1214/18-EJS1393
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:We study the regularity properties of Gaussian fields defined over spheres cross time. In particular, we consider two alternative spectral decompositions for a Gaussian field on $\mathbb{S}^{d}\times \mathbb{R}$. For each decomposition, we establish regularity properties through Sobolev and interpolation spaces. We then propose a simulation method and study its level of accuracy in the $L^{2}$ sense. The method turns to be both fast and efficient.
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