• Medientyp: Sonstige Veröffentlichung; E-Artikel
  • Titel: Stochastic Spectral and Fourier-Wavelet Methods for Vector Gaussian Random Fields
  • Beteiligte: Kurbanmuradov, Orazgeldy [Verfasser:in]; Sabelfeld, Karl [Verfasser:in]
  • Erschienen: Weierstrass Institute for Applied Analysis and Stochastics publication server, 2006
  • Sprache: Englisch
  • DOI: https://doi.org/10.1515/156939606779329080
  • ISSN: 0929-9629 -- 2056754-6 -- Monte Carlo Methods and Applications -- https://www.degruyter.com/journal/key/MCMA/html
  • Schlagwörter: article ; Randomized Spectral models -- Fourier-Wavelet method -- plane wave decomposition
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  • Beschreibung: andomized Spectral Models (RSM) and Randomized Fourier-Wavelet Models(FWM) for simulation of homogeneous Gaussian random fields based on spectral representationsand plane wave decomposition of random fields are developed. Extensions of FWM to vectorrandom processes are constructed. Convergence of the constructed Fourier-Wavelet models (inthe sense of finite-dimensional distributions) under some general conditions on the spectral tensoris given. A comparative analysis of RSM and FWM is made by calculating Eulerian statisticalcharacteristics of a 3D isotropic incompressible random field through an ensemble and spaceaveraging.