Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
type: Item
instance of: scholarly article
title: Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
zbMATH Open document ID: 0890.65149
DOI: 10.1137/S1064827592240555
author: C. R. Dietrich
author: G. N. Newsam
published in: SIAM Journal on Scientific Computing
publication date: 1998-02-10T00:00:00Z
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 62M40
Mathematics Subject Classification ID: 86A32
zbMATH DE Number: 1116400
zbMATH Keywords: geostatistics
zbMATH Keywords: simulation
zbMATH Keywords: Monte Carlo method
zbMATH Keywords: Gaussian fields
zbMATH Keywords: numerical examples
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1116400