Simulation of Stationary Process Via a Sampling Theorem

DOI10.1006/JSVI.1993.1298MaRDI QIDQ4231809zbMATH OpenOpenAlexFDO

Authors Mircea D. Grigoriu

Publication date 8 November 1999

Published in Journal of Sound and Vibration (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1006/jsvi.1993.1298

Mathematics Subject Classification ID

Gaussian processes (60G15) Probabilistic methods, stochastic differential equations (65C99)

Cited in

(5)

• Probabilistic models and simulation methods for seismic ground acceleration
• Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies
• A spectral surrogate model for stochastic simulators computed from trajectory samples
• An efficient binning scheme with application to statistical crack mechanics
• Four finite dimensional (FD) surrogates for continuous random processes

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