Generation of short and long range temporal correlated noises

DOI10.1006/jcph.1999.6347zbMath0948.65004arXivcond-mat/9903267OpenAlexW1982590899MaRDI QIDQ1964155

Aldo H. Romero, José M. Sancho

Publication date: 13 November 2000

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/9903267

zbMATH Keywords

Fourier transformGaussian noisetemporal correlationstochastic process simulation

Mathematics Subject Classification ID

Related Items (3)

Visibility to discern local from nonlocal dynamic processes ⋮ Ergodic properties of fractional Langevin motion with spatial correlated noise ⋮ The moduli of non-differentiability for Gaussian random fields with stationary increments

Cites Work

• Handbook of stochastic methods for physics, chemistry and the natural sciences.
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