Some results of error evaluation for a non-Gaussian simulation method

In a first part of the paper a simulation method for a strictly stationary non-Gaussian process with given one-dimensional marginal distribution (or N-first statistical moments) and autocorrelation function is recalled. This method was already widely treated in the articles [14] and [13]. The objective of the present paper is twofold: first, to simplify this method - if by Mehler formula it is possible to find an autocorrelation function yielding the target autocorrelation function, and second, analyze the difference between the given autocorrelation function and the model one.