Some results of error evaluation for a non-Gaussian simulation method

DOI10.1515/156939604323091207zbMath1063.65010OpenAlexW2012655341MaRDI QIDQ4831809

Bénédicte Puig, Jean-Luc Akian

Publication date: 3 January 2005

Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/156939604323091207

zbMATH Keywords

simulationmaximum entropy principleHermite polynomialsautocorrelation functionstationary Gaussian processnon-Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• Simulation of a class of non-normal random processes
• Reinvestigation Of Non-linear Vibrations Of Simply Supported Rectangular Cross-ply Plates
• Unnamed Item
• Unnamed Item

This page was built for publication: Some results of error evaluation for a non-Gaussian simulation method