This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three general algorithms that allow to reconstruct a wide spectrum of random fields having a covariance function that depends on a specific metric, called resistance metric, and proposed in recent literature. The algorithms are applied to a synthetic case study consisting of a street network. They prove to be fast and accurate in that they reproduce the target covariance function and provide random fields whose finite-dimensional distributions are approximately Gaussian.
翻译:本文针对一类度量图(称为具有欧几里得边的图)上连续索引的高斯随机场模拟问题展开研究,这类图相较于线性网络更具普适性和灵活性。我们提出了三种通用算法,可重构具有特定度量(即电阻度量,该度量源自近期文献)相关函数的大范围随机场。这些算法应用于由街道网络构成的合成案例研究。实验证明,所提算法快速且精准:既能重现目标相关函数,又能生成有限维分布近似高斯的随机场。