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On simulation of manifold indexed fractional gaussian fields
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نویسنده
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brouste a. ,istas j. ,lambert-lacroix s.
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منبع
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journal of statistical software - 2010 - دوره : 36 - - کد همایش: - صفحه:1 -14
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چکیده
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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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کلیدواژه
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Manifold indexed fractional brownian field; Simulation
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آدرس
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université du maine,laboratoire de statistique et processus,avenue olivier messiaen 72000 le mans cedex 9, France, université de grenoble,ljk bp 53,38041 grenoble cedex 9, France, université de grenoble,ljk bp 53,38041 grenoble cedex 9, France
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Authors
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