Numerical Simulation of Stationary and Non-Stationary Gaussian Random Processes
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Publication:5343853
DOI10.1137/1007007zbMath0133.40502OpenAlexW2003847453MaRDI QIDQ5343853
Publication date: 1965
Published in: SIAM Review (Search for Journal in Brave)
Full work available at URL: https://authors.library.caltech.edu/13075/
Related Items (9)
An approximation of random field with a bounded discrete parameter space ⋮ The Monte Carlo method ⋮ Numerical simulations of a Van der Pol oscillator ⋮ A survey on computer generation of some classes of stochastic processes ⋮ Gaussian processes and neuronal modeling ⋮ Difference Methods for Stochastic Ordinary Differential Equations ⋮ A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes ⋮ Fast procedures for generating stationary normal vectors ⋮ Quasi-Monte Carlo methods and pseudo-random numbers
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