The turning arcs: a computationally efficient algorithm to simulate isotropic vector-valued Gaussian random fields on the d-sphere

Alegria, Alfredo; Emery, Xavier; Lantuejoul, Christian

Abstract

Random fields on the sphere play a fundamental role in the natural sciences. This paper presents a simulation algorithm parenthetical to the spectral turning bands method used in Euclidean spaces, for simulating scalar- or vector-valued Gaussian random fields on the d-dimensional unit sphere. The simulated random field is obtained by a sum of Gegenbauer waves, each of which is variable along a randomly oriented arc and constant along the parallels orthogonal to the arc. Convergence criteria based on the Berry-Esseen inequality are proposed to choose suitable parameters for the implementation of the algorithm, which is illustrated through numerical experiments. A by-product of this work is a closed-form expression of the Schoenberg coefficients associated with the Chentsov and exponential covariance models on spheres of dimensions greater than or equal to 2.

Más información

Título según WOS: The turning arcs: a computationally efficient algorithm to simulate isotropic vector-valued Gaussian random fields on the d-sphere
Título de la Revista: STATISTICS AND COMPUTING
Volumen: 30
Número: 5
Editorial: Springer
Fecha de publicación: 2020
Página de inicio: 1403
Página final: 1418
DOI:

10.1007/S11222-020-09952-8

Notas: ISI