Numerical Modelling of Random Processes and Fields : : Algorithms and Applications / / V. A. Ogorodnikov, S. M. Prigarin.

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Bibliographic Details
Superior document:Title is part of eBook package: De Gruyter DGBA Mathematics - 1990 - 1999
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Place / Publishing House:Berlin ;, Boston : : De Gruyter, , [2018]
©1996
Year of Publication:2018
Edition:Reprint 2018
Language:English
Online Access:
Physical Description:1 online resource (240 p.) :; Zahlr. Abb.
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Table of Contents:
  • Frontmatter
  • 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