Generation of gaussian pseudo-random process with specific correlation properties

DOI10.1080/00207728808964109MaRDI QIDQ3805562zbMATH OpenOpenAlexFDO

Authors Jafar W. Abdul-Sada, Mahir K. Mahmood

Publication date 1988

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207728808964109

zbMATH Keywords

Computer simulationgeneration of a correlated pseudo-random Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Random number generation in numerical analysis (65C10)

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