Generation of realizations of Gaussian random functions on digital computers

• Autorzy: J. Huk
• Języki publikacji: EN

Abstrakty

PL

Artykuł nie zawiera streszczenia

EN

This is an extensive survey of methods for simulation of Gaussian random functions and fields on digital computers. The methods are classified as follows: generation of Gaussian random sequences with a given covariance function and spectral density function of a special type, and by discrete Fourier transform of uniform random numbers; generation of stationary and non-stationary Gaussian processes by filtration; and generation of stationary Gaussian processes, Gaussian fields and vector-valued fields by summing harmonics. (MR0488619)

Słowa kluczowe

EN

random numbers generator; random field; simulation

• Wydawca: Polish Mathematical Society
• Czasopismo: Mathematica Applicanda
• Rocznik: 1977
• Tom: 5
• Numer: 9

Daty

wydano

1977

online

1977-12-01

Twórcy

autor

J. Huk

Identyfikatory

DOI

10.14708/ma.v5i9.1213