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A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes - MaRDI portal

A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes (Q3580726)

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A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes
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    A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes (English)
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    13 August 2010
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    generalized spectral density
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    Monte Carlo simulation
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    nonstationary Gaussian processes
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    spectral representation
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