Convergence of the randomized spectral models of homogeneous Gaussian random fields

DOI10.1515/mcma.1995.1.3.173zbMath0840.65148OpenAlexW2068081918MaRDI QIDQ4868310

N. A. Buglanova, Orazgeldi Kurbanmuradov

Publication date: 30 June 1996

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

Full work available at URL: https://doi.org/10.1515/mcma.1995.1.3.173

zbMATH Keywords

convergencesimulationMonte Carlospectral decompositionGaussian random fields

Mathematics Subject Classification ID

Random fields (60G60) Monte Carlo methods (65C05) Probabilistic methods, stochastic differential equations (65C99)

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Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields, Comparative analysis of multiscale Gaussian random field simulation algorithms