Fast and exact synthesis of some operator scaling Gaussian random fields

DOI10.1016/j.acha.2018.05.004zbMath1471.60076MaRDI QIDQ2278459

Céline Lacaux, Hermine Biermé

Publication date: 5 December 2019

Published in: Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.acha.2018.05.004

zbMATH Keywords

simulation; self-similarity; anisotropy; covariance; fractional Brownian fields; Gaussian field; operator scaling

Mathematics Subject Classification ID

60G60: Random fields

60G15: Gaussian processes

60G22: Fractional processes, including fractional Brownian motion

60G17: Sample path properties

Related Items

Tangent fields, intrinsic stationarity, and self similarity

Uses Software

• Matlab
• SimEstFBM

Cites Work

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