文章基本信息

标题：On Simulation of Manifold Indexed Fractional Gaussian Fields
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作者：Alexandre Brouste ; Jacques Istas ; Sophie Lambert-Lacroix 等
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).