Non-Gaussian simulation using Hermite polynomials expansion and maximum entropy principle

Probabilistic Engineering Mechanics

Volumn 19, Issue 4, 2004, Pages 293-305

  Puig, Bénédicte ^a,b   Akian, Jean Luc ^a  

^a ONERA   (France)

^b SORBONNE UNIVERSITÉ   (France)

Author keywords

Hermite polynomials; Maximum entropy principle; Monte Carlo simulation; Non Gaussian process

Indexed keywords

COMPUTER SIMULATION; CONVERGENCE OF NUMERICAL METHODS; CORRELATION METHODS; ENTROPY; FUNCTIONS; MONTE CARLO METHODS; RANDOM PROCESSES;

AUTOCORRELATION FUNCTION; HERMITE POLYNOMIALS; MAXIMUM ENTROPY PRINCIPLE; NON-GAUSSIAN PROCESS;

POLYNOMIALS;

EID: 4644353888     PISSN: 02668920     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.probengmech.2003.09.002     Document Type: Article

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