On a continuous spectral algorithm for simulating non stationary Gaussian random fields
Author
dc.contributor.author
Emery, Xavier
Author
dc.contributor.author
Arroyo, Daisy
Admission date
dc.date.accessioned
2018-08-03T17:00:24Z
Available date
dc.date.available
2018-08-03T17:00:24Z
Publication date
dc.date.issued
2018
Cita de ítem
dc.identifier.citation
Stoch Environ Res Risk Assess (2018) 32: 905–919
es_ES
Identifier
dc.identifier.other
https://doi.org/10.1007/s0047
Identifier
dc.identifier.uri
https://repositorio.uchile.cl/handle/2250/150650
Abstract
dc.description.abstract
This paper presents an algorithm for simulating
Gaussian random fields with zero mean and non-stationary
covariance functions. The simulated field is obtained as a
weighted sum of cosine waves with random frequencies
and random phases, with weights that depend on the
location-specific spectral density associated with the target
non-stationary covariance. The applicability and accuracy
of the algorithm are illustrated through synthetic examples,
in which scalar and vector random fields with non-stationary
Gaussian, exponential, Mate´rn or compactly-supported
covariance models are simulated.
es_ES
Patrocinador
dc.description.sponsorship
Chilean Commission for Scientific and Technological Research, through Projects CONICYT PIA Anillo ACT1407 and CONICYT/FONDECYT/POSTDOCTORADO/N°3140568