An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem (Q2844295)
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scientific article; zbMATH DE number 6202454
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| English | An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem |
scientific article; zbMATH DE number 6202454 |
Statements
An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem (English)
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28 August 2013
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on-the-fly sample generation
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stochastic process
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Monte Carlo algorithm
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non-stationary Gaussian processes
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Shannon's sampling theorem
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numerical example
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0.9004616737365723
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0.7878962159156799
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0.7477374076843262
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0.7308210134506226
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