- Tytuł:
- Generation of realizations of Gaussian random functions on digital computers
- Autorzy:
- Huk, J.
- Tematy:
-
random numbers generator
random field
simulation - Pokaż więcej
- Wydawca:
- Polskie Towarzystwo Matematyczne
- Powiązania:
- https://bibliotekanauki.pl/articles/748609.pdf  Link otwiera się w nowym oknie
- Opis:
-
Artykuł nie zawiera streszczenia
This is an extensive survey of methods for simulation of Gaussian random functions and fields on digital computers. The methods are classified as follows: generation of Gaussian random sequences with a given covariance function and spectral density function of a special type, and by discrete Fourier transform of uniform random numbers; generation of stationary and non-stationary Gaussian processes by filtration; and generation of stationary Gaussian processes, Gaussian fields and vector-valued fields by summing harmonics. (MR0488619) - Dostawca treści:
- Biblioteka Nauki
Artykuł