Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix (Q4864223)
From MaRDI portal
scientific article; zbMATH DE number 839392
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix |
scientific article; zbMATH DE number 839392 |
Statements
Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix (English)
0 references
29 January 1996
0 references
rates of convergence
0 references
matrix square root
0 references
orthogonal polynomials
0 references
Monte Carlo simulation
0 references
matrix polynomial
0 references
error analysis
0 references
minimax polynomial approximations
0 references
Chebyshev polynomial expansions
0 references
quasi-Jacobi polynomial expansions
0 references
optimal weighted least squares solutions
0 references
