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Source Title:: Monte Carlo Methods and Applications
Volume/Issue:: Volume 19: Issue 1

Erratum: Fast simulation of Gaussian random fields [Monte Carlo Methods Appl. 17 (2011), 195–214]

Annika Lang¹ and Jürgen Potthoff²

¹ Seminar für Angewandte Mathematik, ETH Zürich, Rämistrasse 101, 8092 Zürich, Switzerland
² Institut für Mathematik, Universität Mannheim, 68131 Mannheim, Germany

DOI:: https://doi.org/10.1515/mcma-2013-0003
Published online:: 06 Mar 2013

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Abstract.

In the paper “Fast simulation of Gaussian random fields”, a typo occurred. Instead of it should read in Algorithm 3.1, Remark d). For convenience of the reader we reproduce below the complete corrected algorithms.

Keywords:: Gaussian random fields; fast Fourier transform; simulation

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Test Cover Image of: Monte Carlo Methods and Applications

Monte Carlo Methods and Applications

Online ISSN:: 1569-3961

First published:: 01 Jan 1995

Language:: English

Publisher:: De Gruyter

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Abstract.