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Relative efficiency of Gaussian stochastic process sampling procedures.
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    Relative efficiency of Gaussian stochastic process sampling procedures. (English)
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    14 January 2004
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    numerical examples
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    sampling
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    Gaussian stochastic processes
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    random wave numbers
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    Fourier-wavlet method
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    computational complexity
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    Kolmogorov spectrum
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    quadrature method
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