On the simulation of random fields. II (Q2737024)

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scientific article; zbMATH DE number 1645094
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On the simulation of random fields. II
scientific article; zbMATH DE number 1645094

    Statements

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    11 September 2001
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    random fields
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    modelling
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    estimations of distributions of supremum
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    sub-Gaussian fields
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    On the simulation of random fields. II (English)
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    This article is the second part of the article [Theory Probab. Math. Stat. 61, 61-74 (2000); translation from Teor. Jmovirn. Mat. Stat. 61, 59-71 (2000; Zbl 0985.60036)]. The models which approximate random fields with the given reliability and exactness in \(C(T)\) are constructed. Estimations of distributions of the supremum of strictly sub-Gaussian random fields in \(R^{D}\) are proposed. The results are demonstrated by several examples for homogeneous and isotropic random fields.
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