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

DOI10.1214/18-EJS1393zbMATH Open1390.60184arXiv1611.02851OpenAlexW2963665689MaRDI QIDQ1697482FDOQ1697482

Jorge Clarke De la Cerda, Alfredo Alegria, Emilio Porcu

Publication date: 20 February 2018

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

Abstract: We study the regularity properties of Gaussian fields defined over spheres cross time. In particular, we consider two alternative spectral decompositions for a Gaussian field on $mathbb{S}^{d}imesmathbbR$. For each decomposition, we establish regularity properties through Sobolev and interpolation spaces. We then propose a simulation method and study its level of accuracy in the $L^2$ sense. The method turns to be both fast and efficient.

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

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• scientific article; zbMATH DE number 2169696

zbMATH Keywords

Gaussian random fieldsbig dataglobal data[https://portal.mardi4nfdi.de/w/index.php?title=+Special%3ASearch&search=Karhunen-Lo%EF%BF%BD%EF%BF%BDve+expansion&go=Go Karhunen-Lo��ve expansion]Schoenberg's functionsspace-time covariancespherical harmonics functions

Mathematics Subject Classification ID

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

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Cited In (23)

• The geometry of time-varying cross-correlation random fields
• The turning arcs: a computationally efficient algorithm to simulate isotropic vector-valued Gaussian random fields on the \(d\)-sphere
• Covariance Models and Simulation Algorithm for Stationary Vector Random Fields on Spheres Crossed with Euclidean Spaces
• Relations between Schoenberg coefficients on real and complex spheres of different dimensions
• Generalised Wendland functions for the sphere
• Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
• Gaussian random fields on the sphere and sphere cross line
• Evolving Surface Finite Element Methods for Random Advection-Diffusion Equations
• Lasso estimation for spherical autoregressive processes
• Fast and exact simulation of Gaussian random fields defined on the sphere cross time
• Equivalence and orthogonality of Gaussian measures on spheres
• Isotropic sparse regularization for spherical harmonic representations of random fields on the sphere
• Numerical approximation and simulation of the stochastic wave equation on the sphere
• Asymptotics for spherical functional autoregressions
• Gaussian random fields on the product of spheres: theory and applications
• Regularity and approximation of Gaussian random fields evolving temporally over compact two-point homogeneous spaces
• Regularity, continuity and approximation of isotropic Gaussian random fields on compact two-point homogeneous spaces
• Modeling Temporally Evolving and Spatially Globally Dependent Data
• Spectral simulation of isotropic Gaussian random fields on a sphere
• An adaptive residual sub-sampling algorithm for kernel interpolation based on maximum likelihood estimations
• SPHARMA approximations for stationary functional time series on the sphere
• 30 years of space-time covariance functions
• Title not available (Why is that?)

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