Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
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Publication:4572025
DOI10.1137/17M1149730zbMath1434.60114arXiv1710.00751OpenAlexW2964295897MaRDI QIDQ4572025
Frances Y. Kuo, Dirk Nuyens, Ivan G. Graham, Robert Scheichl, Ian H. Sloan
Publication date: 4 July 2018
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1710.00751
fast Fourier transformGaussian random fieldscirculant embeddingMatérn covariancestatistical homogeneity
Random fields (60G60) Computational methods for problems pertaining to statistics (62-08) Stationary stochastic processes (60G10) Monte Carlo methods (65C05)
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Uses Software
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