Generation of realizations of Gaussian random functions on digital computers

J. Huk. "Generation of realizations of Gaussian random functions on digital computers." Mathematica Applicanda 5.9 (1977): null. <http://eudml.org/doc/293327>.

@article{J1977,
abstract = {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)},
author = {J. Huk},
journal = {Mathematica Applicanda},
keywords = {random numbers generator; random field; simulation},
language = {eng},
number = {9},
pages = {null},
title = {Generation of realizations of Gaussian random functions on digital computers},
url = {http://eudml.org/doc/293327},
volume = {5},
year = {1977},
}

TY - JOUR
AU - J. Huk
TI - Generation of realizations of Gaussian random functions on digital computers
JO - Mathematica Applicanda
PY - 1977
VL - 5
IS - 9
SP - null
AB - 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)
LA - eng
KW - random numbers generator; random field; simulation
UR - http://eudml.org/doc/293327
ER -