Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix (Q4376209): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 01:06, 7 February 2024
scientific article; zbMATH DE number 1116400
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix |
scientific article; zbMATH DE number 1116400 |
Statements
Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix (English)
0 references
10 February 1998
0 references
geostatistics
0 references
simulation
0 references
Monte Carlo method
0 references
Gaussian fields
0 references
numerical examples
0 references