Fast generation of isotropic Gaussian random fields on the sphere

DOI10.1515/mcma-2018-0001zbMath1386.60180arXiv1709.10314OpenAlexW2757029513MaRDI QIDQ1746424

Annika Lang, Peter E. Creasey

Publication date: 25 April 2018

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1709.10314

zbMATH Keywords

fast Fourier transformisotropic random fieldsGaussian random fieldsGaussian Markov random fieldsefficient simulation

Mathematics Subject Classification ID

Random fields (60G60) Gaussian processes (60G15) Numerical methods for discrete and fast Fourier transforms (65T50) Green's functions for elliptic equations (35J08)

Related Items

Simulation of Gaussian random field in a ball ⋮ Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields ⋮ Isotropic sparse regularization for spherical harmonic representations of random fields on the sphere ⋮ Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds ⋮ Multilevel approximation of Gaussian random fields: Fast simulation ⋮ A turning bands method for simulating isotropic Gaussian random fields on the sphere ⋮ Spectral simulation of isotropic Gaussian random fields on a sphere ⋮ Fast and exact simulation of Gaussian random fields defined on the sphere cross time ⋮ smerfs

Uses Software

• DLMF
• GMRFLib
• Healpix
• GitHub

Cites Work

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• Gauss-Markov random fields (CMrf) with continuous indices
• Gaussian Markov Random Fields
• Telescoping Recursive Representations and Estimation of Gauss–Markov Random Fields
• Brownian Motion with a Several-Dimensional Time
• ON STATIONARY PROCESSES IN THE PLANE