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Simulation of multivariate ergodic stochastic processes using adaptive spectral sampling and non-uniform fast Fourier transform
7 references·0 citing·23 second hop
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this work references cited by second hop

References

  • 1991Simulation of Stochastic Processes by Spectral Representation1,379 cited
  • 1971Simulation of Multivariate and Multidimensional Random Processes659 cited
  • 1996Simulation of Ergodic Multivariate Stochastic Processes547 cited
  • 2011A simple and efficient methodology to approximate a general non-Gaussian stationary stochastic process by a translation process168 cited
  • 2022A novel eigenvalue-based iterative simulation method for multi-dimensional homogeneous non-Gaussian stochastic vector fields43 cited
  • 2021Simulation of ergodic multivariate stochastic processes: An enhanced spectral representation method31 cited
  • 2024Simulation of non-Gaussian wind field as a 3rd-order stochastic wave22 cited

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