Method of random wave-vectors in the simulation of correlated random processes
We describe a novel method for simulation of correlated homogeneous random processes with given second-order statistics of a general kind. These processes are specified by their correlation and cross-correlation functions. The simulated processes are constructed as sums of plane waves with random wa...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Borntraeger
1998-11-01
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| Series: | Meteorologische Zeitschrift |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1127/metz/7/1998/230 |
| _version_ | 1797320773321359360 |
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| author | Dimitrii Kouznetsov Valerii Voitsekhovich |
| author_facet | Dimitrii Kouznetsov Valerii Voitsekhovich |
| author_sort | Dimitrii Kouznetsov |
| collection | DOAJ |
| description | We describe a novel method for simulation of correlated homogeneous random processes with given second-order statistics of a general kind. These processes are specified by their correlation and cross-correlation functions. The simulated processes are constructed as sums of plane waves with random wave-vectors. For non-periodical processes with wide spectra, such a method requires much less memory, than the independent generation of the Fourier-components. |
| first_indexed | 2024-03-08T04:47:50Z |
| format | Article |
| id | doaj.art-9af0437ee228403ea709e3101df8f038 |
| institution | Directory Open Access Journal |
| issn | 0941-2948 |
| language | English |
| last_indexed | 2024-03-08T04:47:50Z |
| publishDate | 1998-11-01 |
| publisher | Borntraeger |
| record_format | Article |
| series | Meteorologische Zeitschrift |
| spelling | doaj.art-9af0437ee228403ea709e3101df8f0382024-02-08T08:18:54ZengBorntraegerMeteorologische Zeitschrift0941-29481998-11-017523023610.1127/metz/7/1998/23089038Method of random wave-vectors in the simulation of correlated random processesDimitrii KouznetsovValerii VoitsekhovichWe describe a novel method for simulation of correlated homogeneous random processes with given second-order statistics of a general kind. These processes are specified by their correlation and cross-correlation functions. The simulated processes are constructed as sums of plane waves with random wave-vectors. For non-periodical processes with wide spectra, such a method requires much less memory, than the independent generation of the Fourier-components.http://dx.doi.org/10.1127/metz/7/1998/230plane wavesrandom wave-vectorsfourier-componentswellenvektoren |
| spellingShingle | Dimitrii Kouznetsov Valerii Voitsekhovich Method of random wave-vectors in the simulation of correlated random processes Meteorologische Zeitschrift plane waves random wave-vectors fourier-components wellenvektoren |
| title | Method of random wave-vectors in the simulation of correlated random processes |
| title_full | Method of random wave-vectors in the simulation of correlated random processes |
| title_fullStr | Method of random wave-vectors in the simulation of correlated random processes |
| title_full_unstemmed | Method of random wave-vectors in the simulation of correlated random processes |
| title_short | Method of random wave-vectors in the simulation of correlated random processes |
| title_sort | method of random wave vectors in the simulation of correlated random processes |
| topic | plane waves random wave-vectors fourier-components wellenvektoren |
| url | http://dx.doi.org/10.1127/metz/7/1998/230 |
| work_keys_str_mv | AT dimitriikouznetsov methodofrandomwavevectorsinthesimulationofcorrelatedrandomprocesses AT valeriivoitsekhovich methodofrandomwavevectorsinthesimulationofcorrelatedrandomprocesses |