Fast simulation of Gaussian random fields

Monte Carlo Methods and Applications

Volumn 17, Issue 3, 2011, Pages 195-214

  Lang, Annika ^a,b   Potthoff, Jürgen ^a  

^a UNIVERSITY OF MANNHEIM   (Germany)

^b ETH ZURICH   (Switzerland)

Author keywords

Fast Fourier transform; Gaussian random fields; Simulation

Indexed keywords

EID: 84858634842     PISSN: 09299629     EISSN: 15693961     Source Type: Journal    
DOI: 10.1515/MCMA.2011.009     Document Type: Article

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