Transformations of the spectral models of the Gaussian random fields

DOI10.1515/RNAM.2000.15.6.507MaRDI QIDQ2709562zbMATH OpenOpenAlexFDO

Authors A. V. Vojtishek, E. G. Dyatlova, T. E. Mezentseva

Publication date 3 April 2002

Published in Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1515/rnam.2000.15.6.507

zbMATH Keywords

functional convergenceGaussian random fieldsGaussian spectral modelsnumerical integration algorithms

Mathematics Subject Classification ID

Random fields (60G60)

Review text

The paper deals with the transformations based on the consideration of nonrandom functions on the trajectories of the Gaussian spectral models and on the combinations of the Gaussian and the non-Gaussian one dimensional distributions. The functional convergence is proved. The spectral models are used for testing of numerical integration algorithms.

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