An Algorithm for Simulating Stationary Gaussian Random Fields (Q4390935)
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scientific article; zbMATH DE number 1156937
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Algorithm for Simulating Stationary Gaussian Random Fields |
scientific article; zbMATH DE number 1156937 |
Statements
An Algorithm for Simulating Stationary Gaussian Random Fields (English)
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10 August 1998
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algorithm
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fast Fourier transform
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positive definite covariance matrix
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Toeplitz structure
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Fortran program
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circulant embedding matrix
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stationary Gaussian random field
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