An Algorithm for Simulating Stationary Gaussian Random Fields (Q4390935): Difference between revisions

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Revision as of 16:39, 5 March 2024

scientific article; zbMATH DE number 1156937
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English
An Algorithm for Simulating Stationary Gaussian Random Fields
scientific article; zbMATH DE number 1156937

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    An Algorithm for Simulating Stationary Gaussian Random Fields (English)
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    10 August 1998
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    algorithm
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    fast Fourier transform
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    positive definite covariance matrix
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    Toeplitz structure
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    Fortran program
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    circulant embedding matrix
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    stationary Gaussian random field
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