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Teor. Veroyatnost. i Primenen., 1973, Volume 18, Issue 2, Pages 425–427 (Mi tvp4312)  

Short Communications

The Simulation of a Class of Random Fields

M. D. Shklover

Moscow

Abstract: A random field $\xi_x(\omega)(\mathbf{x}\in T^2)$ where $T^2$ is the two-dimension lattice, is called weakly dependent if, for every $\mathbf{x}=(x_1,x_2)\in T^2$, the random variable $\xi_x(\omega)$ depends only on the random variables $\xi_y(\omega)$ at points $\mathbf{y}=(x_1-1, x_2)$, $(x_1+1, x_2)$, $(x_1, x_2-1)$, $(x_1, x_2+1)$.
In this paper, a method of simulation of weakly dependent Gaussian random fields is proposed.

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English version:
Theory of Probability and its Applications, 1973, 18:2, 403–404

Bibliographic databases:

Received: 26.05.1970

Citation: M. D. Shklover, “The Simulation of a Class of Random Fields”, Teor. Veroyatnost. i Primenen., 18:2 (1973), 425–427; Theory Probab. Appl., 18:2 (1973), 403–404

Citation in format AMSBIB
\Bibitem{Shk73}
\by M.~D.~Shklover
\paper The Simulation of a Class of Random Fields
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 2
\pages 425--427
\mathnet{http://mi.mathnet.ru/tvp4312}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=319346}
\zmath{https://zbmath.org/?q=an:0303.60036}
\transl
\jour Theory Probab. Appl.
\yr 1973
\vol 18
\issue 2
\pages 403--404
\crossref{https://doi.org/10.1137/1118053}


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