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SUMMARY:Björn Müller (Chalmers & GU)
DTSTART:20241118T121500Z
DTEND:20241118T130000Z
DTSTAMP:20260417T004102Z
UID:cam/46
DESCRIPTION:Title: <a href="https://researchseminars.org/talk/cam/46/">Iso
 tropic Q-fractional Brownian motion on the sphere: regularity and fast sim
 ulation</a>\nby Björn Müller (Chalmers & GU) as part of CAM seminar\n\nL
 ecture held in MV:L14.\n\nAbstract\nAs an extension of isotropic Gaussian 
 random fields and Q-Wiener processes on d-dimensional spheres\, isotropic 
 Q-fractional Brownian motion is introduced and sample Hölder regularity i
 n space-time is shown depending on the regularity of the spatial covarianc
 e operator Q and the Hurst parameter H. The processes are approximated by 
 a spectral method in space for which strong and almost sure convergence ar
 e shown. The underlying sample paths of fractional Brownian motion are sim
 ulated by circulant embedding or conditionalized random midpoint displacem
 ent. Temporal convergence and computational complexity are numerically tes
 ted\, the latter matching the complexity of simulating a Q-Wiener process 
 if allowing for a temporal error.\n
LOCATION:https://researchseminars.org/talk/cam/46/
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