An algorithm for on-the-fly generation of samples of...

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Monte Carlo Methods and Applications 2013 / 01

An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem

Field, Jr., Richard V., Grigoriu, Mircea, Dohrmann, Clark R.
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Language:
english
Journal:
Monte Carlo Methods and Applications
DOI:
10.1515/mcma-2013-0004
Date:
January, 2013
File:
PDF, 2.28 MB
english, 2013
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