Multilevel approximation of Gaussian random fields: fast simulation

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Author
Herrmann, Lukas
Kirchner, Kristincc
Schwab, Christoph
Date
2019-06
Type
    Report
Publication status
published
External links
https://math.ethz.ch/sam/research/reports.html?id=836
Journal / series
SAM Research Report
Volume
2019-32
Publisher
Seminar for Applied Mathematics, ETH Zurich
Subject
Gaussian random fields; Matérn covariances; spatial statistics; fractional operators; multilevel methods
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph  
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