Fast and exact simulation of isotropic Gaussian random fields on\n mathbbS² and mathbbS²\× \ℝ

2018/07/11 by Francisco Cuevas‐Pacheco, Cuevas, Francisco, Emilio Porcu +4
Computer Science · Earth and Planetary Sciences · Environmental Science · Physics and Astronomy · #Computation (stat.CO) #FOS: Computer and information sciences #Geology and Paleoclimatology Research #Image Processing and 3D Reconstruction #Remote Sensing and LiDAR Applications #Scientific Research and Discoveries #Soil Geostatistics and Mapping

paper · pdf · doi:10.48550/arxiv.1807.04145

openalex publication_date 2018/07/11 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We provide a method for fast and exact simulation of Gaussian random fields\non spheres having isotropic covariance functions. The method proposed is then\nextended to Gaussian random fields defined over spheres cross time and having\ncovariance functions that depend on geodesic distance in space and on temporal\nseparation. The crux of the method is in the use of block circulant matrices\nobtained working on regular grids defined over longitude \× latitude.\n

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