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Randomized Spectral and Fourier-Wavelet Methods for multidimensional Gaussian random vector fields

โœ Scribed by Kurbanmuradov, Orazgeldi; Sabelfeld, Karl; Kramer, Peter R.


Book ID
121318620
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
726 KB
Volume
245
Category
Article
ISSN
0021-9991

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A Fourierโ€“Wavelet Monte Carlo Method for
โœ Frank W. Elliott Jr.; David J. Horntrop; Andrew J. Majda ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 598 KB

(1.1) A new hierarchical method for the Monte Carlo simulation of random fields called the Fourier-wavelet method is developed and where 0 ฯฝ H ฯฝ 1 is the Hurst exponent and อ—ะธอ˜ denotes applied to isotropic Gaussian random fields with power law spectral the expected value. ## density functions. Thi