4.5 Article

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

Journal

STATISTICS AND COMPUTING
Volume 30, Issue 5, Pages 1403-1418

Publisher

SPRINGER
DOI: 10.1007/s11222-020-09952-8

Keywords

Schoenberg sequence; Turning Bands; Gegenbauer polynomials; Central limit approximation; Berry-Esseen inequality

Funding

  1. National Agency for Research and Development of Chile through grant CONICYT/FONDECYT/INICIACION [11190686]
  2. National Agency for Research and Development of Chile through grant CONICYT [PIA AFB180004]
  3. National Agency for Research and Development of Chile through grant CONICYT/FONDECYT/REGULAR [1170290]

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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.

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