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Fast and exact simulation of Gaussian random fields defined on the sphere cross time |
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| Authors: | Cuevas Francisco Allard Denis Porcu Emilio |
| Affiliation: | 1.Department of Mathematical Sciences, Aalborg University, Skjernvej 4A, 9220, Aalborg ?st, Denmark ;2.Biostatistics and Spatial Processes (BioSP), INRA PACA, 84914, Avignon, France ;3.School of Mathematics, Statistics and Physics, Newcastle University, Newcaste Upon Tyne, NE1 7RU, UK ;4.Department of Mathematics, University of Atacama, Copiapó, Chile ;5.Departamento de Matemática, Universidad Técnica Federico Santa María, Valparaiso, Chile ; |
| Abstract: | Statistics and Computing - 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... |
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