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"An algorithm for on-the-fly generation of samples of non-stationary ..."

Richard V. Field Jr., Mircea Grigoriu, Clark R. Dohrmann (2013)

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DOI: 10.1515/MCMA-2013-0004

access: closed

type: Journal Article

metadata version: 2020-07-03

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Richard V. Field Jr., Mircea Grigoriu, Clark R. Dohrmann:
An algorithm for on-the-fly generation of samples of non-stationary Gaussian processes based on a sampling theorem. Monte Carlo Methods Appl. 19(2): 143-169 (2013)

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