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

被引：10

作者：

Cuevas, Francisco ^{[1
,5
]}

Allard, Denis ^{[2
]}

Porcu, Emilio ^{[3
,4
]}

机构：

[1] Aalborg Univ, Dept Math Sci, Skjernvej 4A, DK-9220 Aalborg, Denmark

[2] INRA PACA, Biostat & Spatial Proc BioSP, F-84914 Avignon, France

[3] Newcastle Univ, Sch Math Stat & Phys, Newcaste Upon Tyne NE1 7RU, England

[4] Univ Atacama, Dept Math, Copiapo, Chile

[5] Univ Tecn Federico Santa Maria, Dept Matemat, Valparaiso, Chile

来源：

STATISTICS AND COMPUTING | 2020年 / 30卷 / 01期

关键词：

Circulant embedding; Fast Fourier transform; Gaussian random fields; Space-time simulation; COVARIANCE; MODELS;

D O I：

10.1007/s11222-019-09873-1

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

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.

引用

页码：187 / 194

页数：8

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