An Algorithm for Simulating Stationary Gaussian Random Fields
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Publication:4390935
DOI10.1111/1467-9876.00057zbMath0913.65142MaRDI QIDQ4390935
Publication date: 10 August 1998
Published in: Journal of the Royal Statistical Society Series C: Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9876.00057
algorithm; fast Fourier transform; Fortran program; positive definite covariance matrix; Toeplitz structure; stationary Gaussian random field; circulant embedding matrix
60G60: Random fields
65C99: Probabilistic methods, stochastic differential equations
60-04: Software, source code, etc. for problems pertaining to probability theory
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