Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields (Q4572025)

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scientific article; zbMATH DE number 6898482
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    Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
    scientific article; zbMATH DE number 6898482

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      Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields (English)
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      4 July 2018
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      Gaussian random fields
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      circulant embedding
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      statistical homogeneity
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      Matérn covariance
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      fast Fourier transform
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