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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…

Computation · Statistics 2018-07-12 Francisco Cuevas , Emilio Porcu , Denis Allard

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…

Statistics Theory · Mathematics 2024-04-29 Alfredo Alegría , Xavier Emery , Tobia Filosi , Emilio Porcu

We present a quantum algorithm for efficiently sampling transformed Gaussian random fields on $d$-dimensional domains, based on an enhanced version of the classical moving average method. Pointwise transformations enforcing boundedness are…

Quantum Physics · Physics 2025-08-20 Matthias Deiml , Daniel Peterseim

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…

Numerical Analysis · Mathematics 2018-04-16 Peter E. Creasey , Annika Lang

The presented paper is devoted to statistical modeling of Gaussian scalar real random fields inside a three-dimensional sphere (ball). We propose a statistical model describing the spatial heterogeneity in a unit ball and a numerical…

Applications · Statistics 2021-12-14 D. Kolyukhin , A. Minakov

This work addresses a modification of the random geometric graph (RGG) model by considering a set of points uniformly and independently distributed on the surface of a $(d-1)$-sphere with radius $r$ in a $d-$dimensional Euclidean space,…

Physics and Society · Physics 2018-10-03 Alfonso Allen-Perkins

We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular,…

Probability · Mathematics 2015-01-29 Paolo Baldi , Maurizia Rossi

The Random Particle Mesh (RPM) method used to simulate turbulence-induced broadband noise in several aeroacoustic applications is extended to realise isotropic turbulence spectra. With this method turbulent fluctuations are synthesised by…

Computational Engineering, Finance, and Science · Computer Science 2016-03-24 Attila Wohlbrandt , Nan Hu , Sebastien Guerin , Roland Ewert

The efficient simulation of Gaussian random fields with flexible correlation structures is fundamental in spatial statistics, machine learning, and uncertainty quantification. In this work, we revisit the \emph{spectral turning-bands} (STB)…

Computation · Statistics 2026-03-25 Moreno Bevilacqua , Xavier Emery , Francisco Cuevas-Pacheco

For a vector random field that is isotropic and mean square continuous on a sphere and stationary on a temporal domain, this paper derives a general form of its covariance matrix function and provides a series representation for the random…

Probability · Mathematics 2016-04-26 Chunsheng Ma

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…

Probability · Mathematics 2015-10-26 Annika Lang , Christoph Schwab

Many applications in science call for the numerical simulation of systems on manifolds with spherical topology. Through use of integer spin weighted spherical harmonics we present a method which allows for the implementation of arbitrary…

Computational Physics · Physics 2014-03-18 Florian Beyer , Boris Daszuta , Jörg Frauendiener , Ben Whale

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…

Probability · Mathematics 2021-05-26 Radomyra Shevchenko

Random field models are mathematical structures used in the study of stochastic complex systems. In this paper, we compute the shape operator of Gaussian random field manifolds using the first and second fundamental forms (Fisher…

Information Theory · Computer Science 2022-02-01 Alexandre L. M. Levada

Series expansions of isotropic Gaussian random fields on $\mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to…

Probability · Mathematics 2022-06-27 Markus Bachmayr , Ana Djurdjevac

This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

Statistics Theory · Mathematics 2017-10-05 Alfredo Alegría , Sandra Caro , Moreno Bevilacqua , Emilio Porcu , Jorge Clarke

Physical processes that manifest as tangential vector fields on a sphere are common in geophysical and environmental sciences. These naturally occurring vector fields are often subject to physical constraints, such as being curl-free or…

Methodology · Statistics 2016-12-26 Minjie Fan , Debashis Paul , Thomas C. M. Lee , Tomoko Matsuo

We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…

Probability · Mathematics 2021-11-24 N. H. Bingham , Tasmin L. Symons

We study the representations of tensor random fields on the sphere basing on the theory of representations of the rotation group. Introducing specific components of a tensor field and imposing the conditions of weak isotropy and mean square…

Probability · Mathematics 2012-02-15 Nikolai Leonenko , Ludmila Sakhno

The problem of constructing flexible stochastic models to describe the variability in shape of solid particles is challenging. Natural objects often exhibit mono- or multi-fractal features, i.e. irregular shapes and self-similar patterns.…

Statistics Theory · Mathematics 2019-01-24 Alfredo Alegría
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