Fast and exact synthesis of some operator scaling Gaussian random fields
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Publication:2278459
DOI10.1016/j.acha.2018.05.004zbMath1471.60076MaRDI QIDQ2278459
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
simulation; self-similarity; anisotropy; covariance; fractional Brownian fields; Gaussian field; operator scaling
60G60: Random fields
60G15: Gaussian processes
60G22: Fractional processes, including fractional Brownian motion
60G17: Sample path properties
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