Fast and exact simulation of isotropic Gaussian random fields on ${\mathbb{S}}^2$ and ${\mathbb{S}}^2\times \mathbb{R}$

Francisco Cuevas, Emilio Porcu, Denis Allard

We provide a method for fast and exact simulation of Gaussian random fields on spheres having isotropic covariance functions. The method proposed is then extended to Gaussian rando…