Generating Stationary Gaussian Processes Using The Spectral Representation Theorem

Publié en ligne: 10 juil. 2015

Pages: 19 - 37

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

Mots clés

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.