Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields (Q4572025)

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scientific article; zbMATH DE number 6898482
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Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
scientific article; zbMATH DE number 6898482

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    Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields (English)
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    4 July 2018
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    Gaussian random fields
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    circulant embedding
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    statistical homogeneity
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    Matérn covariance
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    fast Fourier transform
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