Simulation of multi-dimensional non-gaussian non-stationary random fields

Probabilistic Engineering Mechanics

Volumn 17, Issue 2, 2002, Pages 167-176

  Sakamoto, Shigehiro ^a   Ghanem, Roger ^b  

^a TAISEI CORPORATION   (Japan)

^b Johns Hopkins University   (United States)

Author keywords

Beta marginal distribution; Karhunen Lo ve representation; Non gaussian models; Stochastic processes

Indexed keywords

CHAOS THEORY; COMPUTER SIMULATION; CORRELATION METHODS; MATHEMATICAL MODELS; POLYNOMIALS;

NON-GAUSSIAN MODELS;

RANDOM PROCESSES;

EID: 0036532174     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0266-8920(01)00037-6     Document Type: Article

References (8)

1. Simulation of stationary processes via the sampling theorem
2. Simulation of stationary non-gaussian translation processes
3. Numerical simulation of homogeneous non-gaussian random vector fields
4. Simulation of stochastic processes by spectral representation
5. Digital generation of non-gaussian stochastic fields