Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix (Q4376209)
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scientific article; zbMATH DE number 1116400
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix |
scientific article; zbMATH DE number 1116400 |
Statements
Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix (English)
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10 February 1998
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geostatistics
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simulation
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Monte Carlo method
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Gaussian fields
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numerical examples
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