Fast simulation of Gaussian random fields

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Author
Lang, Annika
Potthoff, Jürgen
Date
2011-09
Type
    Journal Article
Publication status
published
External links
Journal / series
Monte Carlo methods and applications
Volume
17(3)
Pages / Article No.
195 - 214
Publisher
De Gruyter
Subject
Gaussian random fields; Fast Fourier transform; Simulation
Organisational unit
03435 - Schwab, Christoph / Schwab, Christoph  
Notes
Received: 02/04/2009; 16/05/2011; Accepted: 23/05/2011; Published online: 28/12/2011.
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