Numerical Simulation of Non‐Gaussian Random Fields with Prescribed Correlation Structure
In this paper we will consider the problem of the numerical simulation of non‐Gaussian, scalar random fields with a prescribed correlation structure either provided by a theoretical model or computed on a set of observational data. Although the numerical generation of a generic, non‐Gaussian random...
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| Veröffentlicht in: | Publications of the Astronomical Society of the Pacific 2001-08, Vol.113 (786), p.1009-1020 |
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| container_title | Publications of the Astronomical Society of the Pacific |
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| creator | Vio, Roberto Andreani, Paola Wamsteker, Willem |
| description | In this paper we will consider the problem of the numerical simulation of non‐Gaussian, scalar random fields with a prescribed correlation structure either provided by a theoretical model or computed on a set of observational data. Although the numerical generation of a generic, non‐Gaussian random field is a trivial operation, the task becomes difficult when the field is constrained with a prescribed correlation structure. In this regard, three numerical methods, useful for astronomical applications, are presented. The limits and capabilities of each method are discussed, and the pseudocodes describing the numerical implementation are provided for two of them. |
| doi_str_mv | 10.1086/322919 |
| format | Article |
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| ispartof | Publications of the Astronomical Society of the Pacific, 2001-08, Vol.113 (786), p.1009-1020 |
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| source | Jstor Complete Legacy; Institute of Physics Journals; EZB-FREE-00999 freely available EZB journals; Alma/SFX Local Collection |
| subjects | Coefficients Correlations Covariance Distribution functions Fourier transformations Histograms Random variables Scalars Skewed distribution Subroutines |
| title | Numerical Simulation of Non‐Gaussian Random Fields with Prescribed Correlation Structure |
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