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  • 标题:On Fractional Gaussian Random Fields Simulations
  • 本地全文:下载
  • 作者:Alexandre Brouste ; Jacques Istas ; Sophie Lambert-Lacroix
  • 期刊名称:Journal of Statistical Software
  • 印刷版ISSN:1548-7660
  • 电子版ISSN:1548-7660
  • 出版年度:2007
  • 卷号:23
  • 期号:1
  • 页码:1-23
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要:To simulate Gaussian fields poses serious numerical problems: storage and computing time. The midpoint displacement method is often used for simulating the fractional Brownian fields because it is fast. We propose an effective and fast method, valid not only for fractional Brownian fields, but for any Gaussian fields. First, our method is compared with midpoint for fractional Brownian fields. Second, the performance of our method is illustrated by simulating several Gaussian fields. The software FieldSim is an R package developed in R and C and that implements the procedures on which this paper focuses.
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