scientific article; zbMATH DE number 1286241

MaRDI QIDQ4242758zbMATH OpenFDO

Authors

Publication date 11 May 1999

zbMATH Keywords

Gaussian homogeneous random fieldnumerical algorithmnumerical modelspectral representation

Mathematics Subject Classification ID

Random fields (60G60) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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(7)

• Simulation of intrinsic random fields of order \(k\) with Gaussian generalized increments by Gibbs sampling
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• Simulation of Multivariate Gaussian Fields Conditioned by Realizations of the Fields and Their Derivatives
• Conditional spectral models of Gaussian homogeneous fields
• Special algorithms for the simulation of homogeneous random fields
• General joint conditional simulations using a fast Fourier transform method

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