Initialization of the circulant embedding method to speed up the generation of Gaussian random fields (Q2679841)

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scientific article; zbMATH DE number 7646104
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    Initialization of the circulant embedding method to speed up the generation of Gaussian random fields
    scientific article; zbMATH DE number 7646104

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      Initialization of the circulant embedding method to speed up the generation of Gaussian random fields (English)
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      26 January 2023
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      stationary Gaussian random fields
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      circulant embedding method
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      Matérn covariances
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      fast Fourier transform
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