2010
DOI: 10.18637/jss.v036.i04
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On Simulation of Manifold Indexed Fractional Gaussian Fields

Abstract: To simulate fractional Brownian motion indexed by a manifold poses serious numerical problems: storage, computing time and choice of an appropriate grid. We propose an effective and fast method, valid not only for fractional Brownian fields indexed by a manifold, but for any Gaussian fields indexed by a manifold. The performance of our method is illustrated with different manifolds (sphere, hyperboloid).

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Cited by 4 publications
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“…Although many generalizations have been proposed to include anisotropy in Gaussian random fields [37,39], in the following section, we only consider the isotropic version of the fBf.…”
Section: Fractional Brownian Motion and Extensionsmentioning
confidence: 99%
“…Although many generalizations have been proposed to include anisotropy in Gaussian random fields [37,39], in the following section, we only consider the isotropic version of the fBf.…”
Section: Fractional Brownian Motion and Extensionsmentioning
confidence: 99%