Geodesic
Generation of realizations of Gaussian random functions on digital computers
Mathematica Applicanda, Tome 5 (1977) no. 9, pp. 73-115.

Voir la notice de l'article provenant de la source Annales Societatis Mathematicae Polonae Series

This is an extensive survey of methods for simulation of Gaussian random functions and fields on digital computers. The methods are classified as follows: generation of Gaussian random sequences with a given covariance function and spectral density function of a special type, and by discrete Fourier transform of uniform random numbers; generation of stationary and non-stationary Gaussian processes by filtration; and generation of stationary Gaussian processes, Gaussian fields and vector-valued fields by summing harmonics. (MR0488619)
DOI : 10.14708/ma.v5i9.1213
Classification : 65C10
Mots-clés : random numbers generator, random field, simulation 
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     title = {Generation of realizations of {Gaussian} random functions on digital computers},
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J. Huk. Generation of realizations of Gaussian random functions on digital computers. Mathematica Applicanda, Tome 5 (1977) no. 9, pp.  73-115. doi : 10.14708/ma.v5i9.1213. http://geodesic.mathdoc.fr/articles/10.14708/ma.v5i9.1213/

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