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scientific article; zbMATH DE number 15963
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scientific article; zbMATH DE number 15963 |
Statements
25 June 1992
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simulation
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Gaussian homogeneous random field
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correlation function
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weak convergence
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0.8703972697257996
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0.8354246020317078
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[For the entire collection see Zbl 0685.00022.] The problem of statistical simulation of the Gaussian homogeneous random field \(\xi(x)\) on \(R^ d\) with correlation function \[ B(x)=\int_{R^ d}\cos\langle\lambda,x\rangle\mu(dx) \] is considered. As a statistical model the expression of type \[ \xi_ n(x)=\sum^ n_{k=1}p_ k^{1/2}[\xi_ k \sin\langle\lambda_ k,x\rangle+\eta_ k \cos\langle\lambda_ k,x\rangle] \] is suggested, where \(\xi_ k\), \(\eta_ k\) are independent Gaussian standard variables, \(p_ k=\mu(\Lambda_ k)\), \(R^ d=\bigcup^ n_{k=1}\Lambda_ k\) is some separation of \(\mathbb{R}^ d\), \(\lambda_ k\) is a random point at \(\Lambda_ k\). Sufficient conditions of weak convergence of \(\xi_ n(x)\) to \(\xi(x)\) are formulated.
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