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Simulation of intrinsic random fields of order \(k\) with Gaussian generalized increments by Gibbs sampling - MaRDI portal

Simulation of intrinsic random fields of order \(k\) with Gaussian generalized increments by Gibbs sampling (Q1789095)

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scientific article; zbMATH DE number 6949805
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English
Simulation of intrinsic random fields of order \(k\) with Gaussian generalized increments by Gibbs sampling
scientific article; zbMATH DE number 6949805

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    Simulation of intrinsic random fields of order \(k\) with Gaussian generalized increments by Gibbs sampling (English)
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    10 October 2018
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    conditional simulation
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    non-stationary random fields
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    fractional Brownian surface
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    convergence in distribution
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    strong mixing
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    iterative algorithm
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    random vectors
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