Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876)

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Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding
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    Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (English)
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    30 June 2011
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    numerical synthesis
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    stationarity
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    time-reversibility
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