Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix.

Wed, 01 Jan 1997 00:00:00 +0100

C. R. Dietrich, Garry N. Newsam:
Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix. SIAM J. Sci. Comput. 18(4): 1088-1107 (1997)