A Numerical Technique for Simulating Random Fields
نویسندگان
چکیده
A unified technique for generating homogeneous/non-homogeneous, Gaussian/nonGaussian random fields defined on any subset of the multidimensional Euclidean space is provided. This is based on an approximate series representation valid for spatial random fields with arbitrary covariance function which can be readily realized. Furthermore, its applicability as a simulation tool is examined numerically by considering some examples that illustrate its feasibility and accuracy.
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