Regularity properties and simulations of Gaussian random fields on the sphere cross time

DOI10.1214/18-EJS1393zbMath1390.60184arXiv1611.02851OpenAlexW2963665689MaRDI QIDQ1697482

Jorge Clarke De la Cerda, Emilio Porcu, Alfredo Alegria

Publication date: 20 February 2018

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1611.02851

zbMATH Keywords

big dataGaussian random fieldsglobal dataKarhunen-Loève expansionSchoenberg's functionsspace-time covariancespherical harmonics functions

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Sobolev spaces and other spaces of ``smooth functions, embedding theorems, trace theorems (46E35) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Sample path properties (60G17) Spherical harmonics (33C55)

Related Items (19)

Relations between Schoenberg coefficients on real and complex spheres of different dimensions ⋮ Gaussian random fields on the sphere and sphere cross line ⋮ Numerical approximation and simulation of the stochastic wave equation on the sphere ⋮ Equivalence and orthogonality of Gaussian measures on spheres ⋮ Asymptotics for spherical functional autoregressions ⋮ Isotropic sparse regularization for spherical harmonic representations of random fields on the sphere ⋮ Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces ⋮ Generalised Wendland functions for the sphere ⋮ Modeling Temporally Evolving and Spatially Globally Dependent Data ⋮ Gaussian random fields on the product of spheres: theory and applications ⋮ Evolving Surface Finite Element Methods for Random Advection-Diffusion Equations ⋮ SPHARMA approximations for stationary functional time series on the sphere ⋮ The turning arcs: a computationally efficient algorithm to simulate isotropic vector-valued Gaussian random fields on the \(d\)-sphere ⋮ Lasso estimation for spherical autoregressive processes ⋮ Spectral simulation of isotropic Gaussian random fields on a sphere ⋮ Covariance Models and Simulation Algorithm for Stationary Vector Random Fields on Spheres Crossed with Euclidean Spaces ⋮ Fast and exact simulation of Gaussian random fields defined on the sphere cross time ⋮ Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces ⋮ An adaptive residual sub-sampling algorithm for kernel interpolation based on maximum likelihood estimations

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