Fast and exact simulation of univariate and bivariate Gaussian random fields (Q6541460)

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scientific article; zbMATH DE number 7851076
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Fast and exact simulation of univariate and bivariate Gaussian random fields
scientific article; zbMATH DE number 7851076

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    Fast and exact simulation of univariate and bivariate Gaussian random fields (English)
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    19 May 2024
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    circulant embedding
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    compactly supported covariance function
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    cut-off embedding
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    matrix-valued covariance function
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    multivariate geostatistics
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