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Fast and exact simulation of complex-valued stationary Gaussian
  processes through embedding circulant matrix

Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix

1 April 2016
Jean‐François Coeurjolly
Emilio Porcu
ArXiv (abs)PDFHTML

Papers citing "Fast and exact simulation of complex-valued stationary Gaussian processes through embedding circulant matrix"

2 / 2 papers shown
Title
A function space perspective on stochastic shape evolution
A function space perspective on stochastic shape evolution
E. Baker
T. Besnier
Stefan Sommer
40
0
0
10 Feb 2023
Exact Simulation of Noncircular or Improper Complex-Valued Stationary
  Gaussian Processes using Circulant Embedding
Exact Simulation of Noncircular or Improper Complex-Valued Stationary Gaussian Processes using Circulant Embedding
A. Sykulski
D. Percival
27
9
0
17 May 2016
1