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Some remarks concerning the simulation of stochastic processes on digital computers

โœ Scribed by Pierre Claverie


Publisher
John Wiley and Sons
Year
1980
Tongue
English
Weight
242 KB
Volume
17
Category
Article
ISSN
0020-7608

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On the simulation of stochastic processe
โœ B. Hu; W. Schiehlen ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 674 KB

In this paper, a modification in the simulation formula for generating stationary stochastic processes, using the spectral representation method developed by Shinozuka, is presented. It is shown that with this modification, the ensemble and temporal autocorrelation function of the simulated stochast