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eBook - PDF
Numerical Modelling of Random Processes and Fields
Algorithms and Applications
V. A. Ogorodnikov, S. M. Prigarin
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eBook - PDF
Numerical Modelling of Random Processes and Fields
Algorithms and Applications
V. A. Ogorodnikov, S. M. Prigarin
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2.1.
Construction
of
spectral
models
43
'
"
J
*
Î
W
•
j
•»L
»
m
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;
.
y
i
Fig.
2
.
1
.
Realizations
of
spectral
models
of
homogeneous
random
fields.
then
the
field
w(x)
allows
the
following
representation:
*»(*)
=
J
g(t,X)z(d\),
(9)
where
z(d\)
is
an
orthogonal
stochastic
measure
such
that
m(dX)
=
M\z(dX)\
2
.
The
principles
used
for
constructing
spectral
models
can
be
applied
for
the
approximate
modelling
of
nonhomogeneous
random
Gaussian
fields
of
the
form
of
(9).
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- Preface
- Contents
- 1. Statistical simulation of discrete Gaussian processes and fields with a given correlation structure
- 2. Spectral models of Gaussian random fields
- 3. Numerical models of non-Gaussian processes and fields
- 4. Convergence of numerical models of random fields in Monte Carlo method
- 5. Simulation of random fields in stochastic problems of the atmosphere - ocean optics
- 6. Hydrometeorological applications of statistical simulation methods
- Appendix 1. Synopsis of the theory of stochastic processes
- Appendix 2. On correspondence between discrete and continuous linear homogeneous stochastic models
- Appendix 3. Coding of multiplicative generators of pseudorandom numbers
- References
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APA 6 Citation
Ogorodnikov, V., & Prigarin, S. (2018). Numerical Modelling of Random Processes and Fields (1st ed.). De Gruyter. Retrieved from https://www.perlego.com/book/864533/numerical-modelling-of-random-processes-and-fields-pdf (Original work published 2018)
Chicago Citation
Ogorodnikov, V, and S Prigarin. (2018) 2018. Numerical Modelling of Random Processes and Fields. 1st ed. De Gruyter. https://www.perlego.com/book/864533/numerical-modelling-of-random-processes-and-fields-pdf.
Harvard Citation
Ogorodnikov, V. and Prigarin, S. (2018) Numerical Modelling of Random Processes and Fields. 1st edn. De Gruyter. Available at: https://www.perlego.com/book/864533/numerical-modelling-of-random-processes-and-fields-pdf (Accessed: 25 September 2021).
MLA 7 Citation
Ogorodnikov, V, and S Prigarin. Numerical Modelling of Random Processes and Fields. 1st ed. De Gruyter, 2018. Web. 25 Sept. 2021.