Fast simulation of Gaussian random fields (Q3094132)

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Fast simulation of Gaussian random fields
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    title
    Fast simulation of Gaussian random fields (English)
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    DOI
    10.1515/MCMA.2011.009
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    author
    Annika Lang
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    Juergen Potthoff
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    publication date
    21 October 2011
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    Mathematics Subject Classification ID
    65C50
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    60G60
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    60H40
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    65T50
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    65Y20
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    zbMATH DE Number
    5961397
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    zbMATH Keywords
    Gaussian random fields
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    fast Fourier transform
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    numerical examples
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    algorithms
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    complexities
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    error analysis
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