Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix (Q4864223)
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scientific article; zbMATH DE number 839392
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| English | Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix |
scientific article; zbMATH DE number 839392 |
Statements
Generating correlated gaussian random fields by orthogonal polynomial approximations to the square root of the covariance matrix (English)
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29 January 1996
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rates of convergence
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matrix square root
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orthogonal polynomials
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Monte Carlo simulation
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matrix polynomial
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error analysis
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minimax polynomial approximations
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Chebyshev polynomial expansions
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quasi-Jacobi polynomial expansions
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optimal weighted least squares solutions
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0.8867262005805969
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0.8767040371894836
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0.8137695789337158
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0.8114950656890869
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