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Lookup NU author(s): Professor Emilio Porcu
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© 2019, Springer Science+Business Media, LLC, part of Springer Nature. We provide a method for fast and exact simulation of Gaussian random fields on the sphere having isotropic covariance functions. The method proposed is then extended to Gaussian random fields defined over the sphere cross time and having covariance functions that depend on geodesic distance in space and on temporal separation. The crux of the method is in the use of block circulant matrices obtained working on regular grids defined over longitude and latitude.
Author(s): Cuevas F, Allard D, Porcu E
Publication type: Article
Publication status: Published
Journal: Statistics and Computing
Year: 2020
Volume: 30
Pages: 187-194
Print publication date: 01/02/2020
Online publication date: 02/05/2019
Acceptance date: 10/04/2019
ISSN (print): 0960-3174
ISSN (electronic): 1573-1375
Publisher: Springer New York LLC
URL: https://doi.org/10.1007/s11222-019-09873-1
DOI: 10.1007/s11222-019-09873-1
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