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