Generation of realizations of Gaussian random functions on digital computers

• Autorzy: J. Huk
• Języki publikacji: EN

Abstrakty

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)

PL

Artykuł nie zawiera streszczenia

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