Simulation of continuous sample paths of random fields using trigonometric series

DOI10.1007/BF01940470zbMath0725.60049MaRDI QIDQ2277662

Robert Patton Leland

Publication date: 1991

Published in: Multidimensional Systems and Signal Processing (Search for Journal in Brave)

zbMATH Keywords

central limit theoremspectral densityGaussian random fieldfractal modelrandom trigonometric seriessimulating random fields

Mathematics Subject Classification ID

Random fields (60G60) Central limit and other weak theorems (60F05) Monte Carlo methods (65C05)

Cites Work

• Stochastic models for laser propagation in atmospheric turbulence
• Mathematical Analysis of Random Noise
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