The turning arcs: a computationally efficient algorithm to simulate isotropic vector-valued Gaussian random fields on the d-sphere

被引:14
作者
Alegria, Alfredo [1 ]
Emery, Xavier [2 ,3 ]
Lantuejoul, Christian [4 ]
机构
[1] Univ Tecn Federico Santa Maria, Dept Matemat, Valparaiso, Chile
[2] Univ Chile, Dept Min Engn, Santiago, Chile
[3] Univ Chile, Adv Min Technol Ctr, Santiago, Chile
[4] PSL Univ, Ctr Geosci, MINES ParisTech, Paris, France
关键词
Schoenberg sequence; Turning Bands; Gegenbauer polynomials; Central limit approximation; Berry-Esseen inequality; POSITIVE-DEFINITE FUNCTIONS; PROCESS MODELS; INEQUALITIES;
D O I
10.1007/s11222-020-09952-8
中图分类号
TP301 [理论、方法];
学科分类号
081202 ;
摘要
Random fields on the sphere play a fundamental role in the natural sciences. This paper presents a simulation algorithm parenthetical to the spectral turning bands method used in Euclidean spaces, for simulating scalar- or vector-valued Gaussian random fields on the d-dimensional unit sphere. The simulated random field is obtained by a sum of Gegenbauer waves, each of which is variable along a randomly oriented arc and constant along the parallels orthogonal to the arc. Convergence criteria based on the Berry-Esseen inequality are proposed to choose suitable parameters for the implementation of the algorithm, which is illustrated through numerical experiments. A by-product of this work is a closed-form expression of the Schoenberg coefficients associated with the Chentsov and exponential covariance models on spheres of dimensions greater than or equal to 2.
引用
收藏
页码:1403 / 1418
页数:16
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