Ogorodnikov / Prigarin Numerical Modelling of Random Processes and Fields

Algorithms and Applications
Nachdruck 2018
ISBN: 978-3-11-094199-9
Verlag: De Gruyter
Format: PDF
Kopierschutz: 1 - PDF Watermark

E-Book, Englisch, 250 Seiten

Autoren/Hrsg.

Ogorodnikov, V. A.

Prigarin, S. M.

Fachgebiete

• Mathematik | Informatik Mathematik Stochastik
• Mathematik | Informatik Mathematik Numerik und Wissenschaftliches Rechnen Numerische Mathematik

Inhaltsverzeichnis

Frontmatter -- Preface -- Contents -- 1. Statistical simulation of discrete Gaussian processes and fields with a given correlation structure -- 2. Spectral models of Gaussian random fields -- 3. Numerical models of non-Gaussian processes and fields -- 4. Convergence of numerical models of random fields in Monte Carlo method -- 5. Simulation of random fields in stochastic problems of the atmosphere - ocean optics -- 6. Hydrometeorological applications of statistical simulation methods -- Appendix 1. Synopsis of the theory of stochastic processes -- Appendix 2. On correspondence between discrete and continuous linear homogeneous stochastic models -- Appendix 3. Coding of multiplicative generators of pseudorandom numbers -- References