Fast Simulation of Gaussian random fields

DOI:	https://doi.org/10.1515/mcma.2011.009
URL:	https://arxiv.org/pdf/1105.2737.pdf
Additional URL:	https://www.degruyter.com/view/j/mcma.2013.19.issu...
Document Type:	Article
Year of publication:	2011
The title of a journal, publication series:	Monte Carlo Methods and Applications
Volume:	17
Issue number:	3
Page range:	195-214
Place of publication:	Berlin
Publishing house:	De Gruyter
ISSN:	0929-9629 , 1569-3961
Publication language:	English
Institution:	School of Business Informatics and Mathematics > Mathematik V (Potthoff -2020)
Subject:	510 Mathematics
Keywords (English):	Gaussian random fields , fast Fourier transform , simulation
Abstract:	Fast Fourier transforms are used to develop algorithms for the fast generation of correlated Gaussian random fields on rectangular regions of Rd. The complexities of the algorithms are derived, simulation results and error analysis are presented.
Additional information:	ERRATUM s. http://ub-madoc.bib.uni-mannheim.de/34826/

Dieser Eintrag ist Teil der Universitätsbibliographie.

BASE: Lang, Annika ; Potthoff, Jürgen

Google Scholar: Lang, Annika ; Potthoff, Jürgen

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