Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (Q3391111)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix |
scientific article; zbMATH DE number 7498946
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix |
scientific article; zbMATH DE number 7498946 |
Statements
Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix (English)
0 references
28 March 2022
0 references
circularly symmetric processes
0 references
complex fractional Brownian motion
0 references
nonnegative definiteness
0 references
0 references
0 references
0 references
0 references
