Circulant Embedding method for generating stationary Gaussian field
Fast simulation of Gaussian random fields via the Fast Fourier Transform
Topics
Collections
Details
- Cost:
- Free of charge (with restrictions)
- Tool Type:
- library
- Operating Systems:
- Windows, Linux, Mac
- Programming Languages:
- MATLAB
- Added:
- 5/5/2021
- Last Updated:
- 5/24/2021
Operations
Publications
Kroese DP, Botev ZI. Spatial Process Simulation. Lecture Notes in Mathematics. 2014. doi:10.1007/978-3-319-10064-7_12.