Numerical Simulation of Stationary and Non-Stationary Gaussian Random Processes
- 1 January 1965
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in Siam Review
- Vol. 7 (1), 68-80
- https://doi.org/10.1137/1007007
Abstract
No abstract availableKeywords
This publication has 5 references indexed in Scilit:
- The Covariance Matrix of a Continuous Autoregressive Vector Time-SeriesThe Annals of Mathematical Statistics, 1963
- Deterministic simulation of random processesMathematics of Computation, 1963
- Random Number GeneratorsSiam Review, 1962
- A Note on the Generation of Random Normal DeviatesThe Annals of Mathematical Statistics, 1958
- ber die Gleichverteilung von Zahlen mod. EinsMathematische Annalen, 1916