Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (Q3391111): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: NAG / rank | |||
Normal rank | |||
Revision as of 01:09, 1 March 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
