On Simulation of Manifold Indexed Fractional Gaussian Fields

On Simulation of Manifold Indexed Fractional Gaussian Fields

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...

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Bibliographic Details
Main Authors: Alexandre Brouste, Jacques Istas, Sophie Lambert-Lacroix
Format: Article
Language:English
Published: Foundation for Open Access Statistics 2010-10-01
Series:Journal of Statistical Software
Subjects:
manifold indexed fractional Brownian field
simulation
Online Access:http://www.jstatsoft.org/v36/i04/paper

Internet

http://www.jstatsoft.org/v36/i04/paper

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