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Lookup NU author(s): Dr Alfredo Alegria Jimenez, Professor Emilio Porcu
This work is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0).
© 2018, Institute of Mathematical Statistics. All rights reserved. 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. 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 L2 sense. The method turns to be both fast and efficient.
Author(s): Clarke de La Cerda J, Alegria A, Porcu E
Publication type: Article
Publication status: Published
Journal: Electronic Journal of Statistics
Year: 2018
Volume: 12
Issue: 1
Pages: 399-426
Online publication date: 15/02/2018
Acceptance date: 02/04/2016
Date deposited: 24/04/2018
ISSN (print): 1477-0520
ISSN (electronic): 1477-0539
Publisher: Institute of Mathematical Statistics
URL: https://doi.org/10.1214/18-EJS1393
DOI: 10.1214/18-EJS1393
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