Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (Q3391111): Difference between revisions
From MaRDI portal
Latest revision as of 11:09, 28 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix |
scientific article |
Statements
Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (English)
0 references
28 March 2022
0 references
circularly symmetric processes
0 references
complex fractional Brownian motion
0 references
nonnegative definiteness
0 references
0 references
0 references
0 references
0 references