Geodesic
Special algorithms for simulation of homogeneous random fields
Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 19 (2016) no. 2, pp. 125-138 
G. A. Babicheva; N. A. Kargapolova; V. A. Ogorodnikov. Special algorithms for simulation of homogeneous random fields. Sibirskij žurnal vyčislitelʹnoj matematiki, Tome 19 (2016) no. 2, pp. 125-138. http://geodesic.mathdoc.fr/item/SJVM_2016_19_2_a0/
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Voir la notice de l'article provenant de la source Math-Net.Ru

In this paper, two new algorithms for the simulation of homogeneous random fields are proposed. Both algorithms are based on the widespread algorithm “in rows and columns” for the simulation of the Gaussian fields with special correlation functions. Applying the algorithms developed makes possible to efficiently simulate homogeneous random fields with non-convex correlation functions.

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