Numerical Modelling of Random Processes and Fields : Algorithms and Applications / V. A. Ogorodnikov, S. M. Prigarin.

Format:

Book

Author/Creator:

Ogorodnikov, V. A., author.

Prigarin, S. M., author.

Language:

English

Subjects (All):

Stochastic processes--Mathematical models.

Stochastic processes.

Stochastic processes--Statistical methods.

Physical Description:

1 online resource (vii, 240 pages) : illustrations

Edition:

Reprint 2018

Place of Publication:

Berlin ; Boston : De Gruyter, [2018]

Language Note:

In English.

Contents:

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

Notes:

Description based on online resource; title from PDF title page (publisher's Web site, viewed 08. Jul 2019)

ISBN:

9783110941999

3110941996

OCLC:

1076458729