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UID:2197@i2m.univ-amu.fr
DTSTART;TZID=Europe/Paris:20180219T140000
DTEND;TZID=Europe/Paris:20180219T150000
DTSTAMP:20180204T130000Z
URL:https://www.i2m.univ-amu.fr/evenements/exact-simulation-of-some-operat
 or-scaling-gaussian-random-fields/
SUMMARY: (...): Exact simulation of some operator scaling Gaussian random f
 ields
DESCRIPTION:: Operator-scaling random fields\, introduced in Bierm e\, et a
 l.. (2007) [Operator scaling stable random elds. Stoch. Proc. Appl.\, 117(
 3)\,312--332]\, satisfy an anisotropic self-similarity property\, which ex
 tends the classical self-similarity property. Hence they generalize the fr
 actional Brownian field\, which is the most famous isotropic Gaussian self
 -similar random field. Up to now\, to our best knowledge\, such fields hav
 e only been defined through integral representations and their covariance 
 functions are not known explicitly.Hence only approximate methods as spect
 ral methods can be used to simulate them. In this talk we then introduce s
 ome operator Gaussian random fields with covariance defined as anisotropic
  deformations of the fractional Brownian field covariance and with station
 ary increments. This allows us to propose a fast and exact method of simul
 ation based on the circulant embedding matrix method\, following ideas of 
 Stein 2002 [Fast and exact simulation of fractional Brownian surfaces. Jou
 rnal of Computational and Graphical Statistics\, 11(3)\,587--599] for frac
 tional Brownian surfaces syntheses.This is a joint work with Hermine Bierm
 e\, Poitiers University (France).http://univ-avignon.fr/m-celine-lacaux--2
 992.kjsp
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