Numerical Simulation of Stationary and Non-Stationary Gaussian Random Processes
نویسندگان
چکیده
منابع مشابه
A translation model for non-stationary, non-Gaussian random processes
A model for simulation of non-stationary, non-Gaussian processes based on non-linear translation of Gaussian random vectors is presented. This method is a generalization of traditional translation processes that includes the capability of simulating samples with spatially or temporally varying marginal probability density functions. A formal development of the properties of the resulting proces...
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ژورنال
عنوان ژورنال: SIAM Review
سال: 1965
ISSN: 0036-1445,1095-7200
DOI: 10.1137/1007007