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Local stationarity and simulation of self-affine intrinsic random functions - MaRDI portal

Local stationarity and simulation of self-affine intrinsic random functions (Q4544574)

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scientific article; zbMATH DE number 1775848
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Local stationarity and simulation of self-affine intrinsic random functions
scientific article; zbMATH DE number 1775848

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    Local stationarity and simulation of self-affine intrinsic random functions (English)
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    4 August 2002
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    fast Fourier transform (FFT)
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    fractional Brownian motion
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    Gaussian random field
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    locally equivalent stationary covariance
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    turning bands
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