An Algorithm for Simulating Stationary Gaussian Random Fields (Q4390935)
From MaRDI portal
scientific article; zbMATH DE number 1156937
Language | Label | Description | Also known as |
---|---|---|---|
English | An Algorithm for Simulating Stationary Gaussian Random Fields |
scientific article; zbMATH DE number 1156937 |
Statements
An Algorithm for Simulating Stationary Gaussian Random Fields (English)
0 references
10 August 1998
0 references
algorithm
0 references
fast Fourier transform
0 references
positive definite covariance matrix
0 references
Toeplitz structure
0 references
Fortran program
0 references
circulant embedding matrix
0 references
stationary Gaussian random field
0 references