Generating Stationary Gaussian Processes Using The Spectral Representation Theorem

Published Online: Jul 10, 2015

Page range: 19 - 37

DOI: https://doi.org/10.1515/mmce-2015-0008

Keywords

Stationary Gaussian processes, spectral representation, simulation methods, specific barrier model ()

© Luciana Majercsik et al.

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 3.0 License.