English

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 Sd×R\mathbb{S}^d \times \mathbb{R}. 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 L2L^2 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}
}