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Licensed Unlicensed Requires Authentication Published by De Gruyter June 7, 2011

Fast simulation of Gaussian random fields

  • Annika Lang EMAIL logo and Jürgen Potthoff
From the journal

Abstract

Fast Fourier transforms are used to develop algorithms for the fast generation of correlated Gaussian random fields on rectangular regions of . The complexities of the algorithms are derived, simulation results and error analysis are presented.

Received: 2009-04-02
Revised: 2011-05-16
Accepted: 2011-05-23
Published Online: 2011-06-07
Published in Print: 2011-September

© de Gruyter 2011

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