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Generation of realizations of Gaussian random functions on digital computers

100%

Huk J.

Mathematica Applicanda

1977

tom 5

nr 9

Artykuł nie zawiera streszczenia

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)

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1 Mathematica Applicanda

1 Huk J.

1 1977

Wyniki wyszukiwania

Generation of realizations of Gaussian random functions on digital computers