Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
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Publication:4376209
DOI10.1137/S1064827592240555zbMath0890.65149MaRDI QIDQ4376209
Publication date: 10 February 1998
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Random fields; image analysis (62M40) Geostatistics (86A32) Probabilistic methods, stochastic differential equations (65C99)
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