Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (Q3391111): Difference between revisions

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Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix
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    Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (English)
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    28 March 2022
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    circularly symmetric processes
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    complex fractional Brownian motion
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    nonnegative definiteness
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