Regularity properties and simulations of Gaussian random fields on the Sphere cross Time
Probability
2018-01-25 v2 Statistics Theory
Statistics Theory
Abstract
We study the regularity properties of Gaussian fields defined over spheres cross time. In particular, we consider two alternative spectral decompositions for a Gaussian field on . For each decomposition, we establish regularity properties through Sobolev and interpolation spaces. We then propose a simulation method and study its level of accuracy in the sense. The method turns to be both fast and efficient.
Keywords
Cite
@article{arxiv.1611.02851,
title = {Regularity properties and simulations of Gaussian random fields on the Sphere cross Time},
author = {Jorge Clarke de La Cerda and Alfredo Alegría and Emilio Porcu and Jorge De La Cerda},
journal= {arXiv preprint arXiv:1611.02851},
year = {2018}
}