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Title: Stochastic spectral and Fourier-wavelet methods for vector Gaussian random fields
Authors: Kurbanmuradov, OrazgeldiSabelfeld, Karl
Issue Date: 2005
Published in: Preprint / Weierstraß-Institut für Angewandte Analysis und Stochastik , Volume 1082, ISSN 0946-8633
Publisher: Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik
Abstract: Randomized Spectral Models (RSM) and Randomized Fourier-Wavelet Models (FWM) for simulation of homogeneous Gaussian random fields based on spectral representations and plane wave decomposition of random fields are developed. Extensions of FWM to vector random processes are constructed. Convergence of the constructed Fourier-Wavelet models (in the sense of finite-dimensional distributions) under some general conditions on the spectral tensor is given. A comparative analysis of RSM and FWM is made by calculating Eulerian and Lagrangian statistical characteristics of a 3D isotropic incompressible random field through an ensemble and space averaging
Keywords: Randomized spectral models; Fourier-Wavelet method; plane wave decomposition
DDC: 510
License: This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.
Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.
Appears in Collections:Mathematik



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