Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (Q3391111)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix |
scientific article |
Statements
Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (English)
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28 March 2022
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circularly symmetric processes
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complex fractional Brownian motion
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nonnegative definiteness
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