Fast simulation of Gaussian random fields
Journal article, 2011
Simulation
Fast Fourier transform
Gaussian random fields
Author
Annika Lang
University of Gothenburg
Chalmers, Mathematical Sciences, Mathematical Statistics
J. Potthoff
Monte Carlo Methods and Applications
0929-9629 (ISSN) 15693961 (eISSN)
Vol. 17 3 195-214Subject Categories
Computational Mathematics
Probability Theory and Statistics
DOI
10.1515/MCMA.2011.009