Publication detail

Simulation of simply cross correlated random fields by series expansion methods

VOŘECHOVSKÝ, M.

Original Title

Simulation of simply cross correlated random fields by series expansion methods

Type

conference paper

Language

English

Original Abstract

A practical framework for generation cross correlated fields with a specified marginal distribution function, an autocorrelation function and cross carrelation coefficients is presented in the paper. The approach relies on well known series expansion methods for simulation of a Gaussian random field. The proposed method requires all cross correlated fields over the domain to share an identical autocorrelation function and the cross correlation structure between each pair of simulated fields to be simply defined by a cross correlation coefficient.

Keywords

simulation, random fields, expansion methods

Authors

VOŘECHOVSKÝ, M.

RIV year

2007

Released

31. 7. 2007

Location

Tokyo, Japonsko

ISBN

978-0-415-45212-0

Book

ICASP 10

Pages from

1

Pages to

8

Pages count

8

BibTex

@inproceedings{BUT27772,
  author="Miroslav {Vořechovský}",
  title="Simulation of simply cross correlated random fields by series expansion methods",
  booktitle="ICASP 10",
  year="2007",
  pages="1--8",
  address="Tokyo, Japonsko",
  isbn="978-0-415-45212-0"
}