Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix (Q4864223): Difference between revisions
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Revision as of 17:46, 5 March 2024
scientific article; zbMATH DE number 839392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix |
scientific article; zbMATH DE number 839392 |
Statements
Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix (English)
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29 January 1996
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rates of convergence
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matrix square root
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orthogonal polynomials
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Monte Carlo simulation
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matrix polynomial
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error analysis
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minimax polynomial approximations
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Chebyshev polynomial expansions
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quasi-Jacobi polynomial expansions
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optimal weighted least squares solutions
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