Local stationarity and simulation of self-affine intrinsic random functions

DOI10.1109/18.923722zbMath1006.60046OpenAlexW2135183688MaRDI QIDQ4544574

Michael L. Stein

Publication date: 4 August 2002

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.923722

zbMATH Keywords

fractional Brownian motionGaussian random fieldfast Fourier transform (FFT)turning bandslocally equivalent stationary covariance

Mathematics Subject Classification ID

Random fields (60G60)

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