Related papers: Consistent estimates of deformed isotropic Gaussia…

This paper presents a new approach to the estimation of the deformation of an isotropic Gaussian random field on $\mathbb{R}^2$ based on dense observations of a single realization of the deformed random field. Under this framework we…

This article introduces a method for estimating the smoothness of a stationary, isotropic Gaussian random field from irregularly spaced data. This involves novel constructions of higher-order quadratic variations and the establishment of…

A deterministic application $\theta\,:\,\mathbb{R}^2\rightarrow\mathbb{R}^2$ deforms bijectively and regularly the plane and allows to build a deformed random field $X\circ\theta\,:\,\mathbb{R}^2\rightarrow\mathbb{R}$ from a regular,…

In this paper we define (empirical) quadratic variations for a Gaussian isotropic random field $f$ on a unit sphere as sums over equidistant increments on one single geodesic line on the surface of the sphere. We prove a noncentral limit…

We investigate the realizations of a random Gaussian field on a finite domain of ${\mathbb R}^d$ in the limit where a given linear functional of the field is large. We prove that if its variance is bounded, the field converges uniformly and…

Random fields on the sphere play a fundamental role in the natural sciences. This paper presents a simulation algorithm parenthetical to the spectral turning bands method used in Euclidean spaces, for simulating scalar- or vector-valued…

This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…

Motivated by numerous questions in random geometry, given a smooth manifold $M$, we approach a systematic study of the differential topology of Gaussian random fields (GRF) $X:M\to \mathbb{R}^k$, that we interpret as random variables with…

We estimate the anisotropic index of an anisotropic fractional Brownian field. For all directions, we give a convergent estimator of the value of the anisotropic index in this direction, based on generalized quadratic variations. We also…

We establish a rigorous asymptotic theory for the joint estimation of roughness and scale parameters in two-dimensional Gaussian random fields with power-law generalized covariances \cite{Matheron1973, Stein1999, Yaglom1987}. Our main…

The efficient simulation of isotropic Gaussian random fields on the unit sphere is a task encountered frequently in numerical applications. A fast algorithm based on Markov properties and fast Fourier Transforms in 1d is presented that…

The paper discusses the estimation of a continuous density function of the target random field $X_{\bf{i}}$, $\bf{i}\in \mathbb {Z}^N$ which is contaminated by measurement errors. In particular, the observed random field $Y_{\bf{i}}$,…

We present fixed domain asymptotic results that establish consistent estimates of the variance and scale parameters for a Gaussian random field with a geometric anisotropic Mat\'ern autocovariance in dimension $d>4$. When $d<4$ this is…

Let $\{X(t), t\in M\}$ and $\{Z(t'), t'\in M'\}$ be smooth Gaussian random fields parameterized on Riemannian manifolds $M$ and $M'$, respectively, such that $X(t) = Z(f(t))$, where $f: M \to M'$ is a diffeomorphic transformation. We study…

In this paper, we are concerned with sample path properties of isotropic spherical Gaussian fields on $\S^2$. In particular, we establish the property of strong local nondeterminism of an isotropic spherical Gaussian field based on the…

We introduce a simple representation for isotropic spherical random fields and we discuss how it allows to discuss different notions of sparsity under isotropy. We also show how a suitable construction of sparse fields can mimic well the…

Let N(f) be a number of nodal domains of a random Gaussian spherical harmonic f of degree n. We prove that as n grows to infinity, the mean of N(f)/n^2 tends to a positive constant, and that N(f)/n^2 exponentially concentrates around that…

Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of…

Consider an affine Gaussian field X : R 2 $\rightarrow$ R, that is a process equal in law to Z(At), where Z is isotropic and A : R2 $\rightarrow$ R2 is a self-adjoint definite positive matrix. Denote 0 < $\lambda$ = $\lambda$\_2 /…

We provide a method for fast and exact simulation of Gaussian random fields on spheres having isotropic covariance functions. The method proposed is then extended to Gaussian random fields defined over spheres cross time and having…