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文章基本信息

  • 标题:On Simulation of Manifold Indexed Fractional Gaussian Fields
  • 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:2010
  • 卷号:36
  • 期号:1
  • 页码:1-14
  • 语种:English
  • 出版社:University of California, Los Angeles
  • 摘要: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).
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