Fast and exact simulation of Gaussian random fields defined on the sphere cross time

Francisco Cuevas, Denis Allard, Emilio Porcu

Research output: Contribution to journalArticlepeer-review

8 Scopus citations

Abstract

We provide a method for fast and exact simulation of Gaussian random fields on the sphere having isotropic covariance functions. The method proposed is then extended to Gaussian random fields defined over the sphere cross time and having covariance functions that depend on geodesic distance in space and on temporal separation. The crux of the method is in the use of block circulant matrices obtained working on regular grids defined over longitude and latitude.

Original languageBritish English
Pages (from-to)187-194
Number of pages8
JournalStatistics and Computing
Volume30
Issue number1
DOIs
StatePublished - 1 Feb 2020

Keywords

  • Circulant embedding
  • Fast Fourier transform
  • Gaussian random fields
  • Space-time simulation

Fingerprint

Dive into the research topics of 'Fast and exact simulation of Gaussian random fields defined on the sphere cross time'. Together they form a unique fingerprint.

Cite this