Numerical Simulation of Stationary and Non-Stationary Gaussian Random Processes

DOI10.1137/1007007MaRDI QIDQ5343853zbMATH OpenOpenAlexFDO

Authors Joel Franklin

Publication date 1965

Published in SIAM Review (Search for Journal in Brave)

Full work available at URL https://authors.library.caltech.edu/13075/

zbMATH Keywords

probability theory

Cited in

(9)

• An approximation of random field with a bounded discrete parameter space
• The Monte Carlo method
• Numerical simulations of a Van der Pol oscillator
• A survey on computer generation of some classes of stochastic processes
• Gaussian processes and neuronal modeling
• A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes
• Fast procedures for generating stationary normal vectors
• Quasi-Monte Carlo methods and pseudo-random numbers
• Difference Methods for Stochastic Ordinary Differential Equations

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