Numerical Simulation of Non‐Gaussian Random Fields with Prescribed Correlation Structure | Zendy

R. Vio | Zendy; P. Andreani | Zendy; W. Wamsteker | Zendy

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Numerical Simulation of Non‐Gaussian Random Fields with Prescribed Correlation Structure

Author(s) -

R. Vio,

P. Andreani,

W. Wamsteker

Publication year - 2001

Publication title -

publications of the astronomical society of the pacific

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 2.294

H-Index - 172

eISSN - 1538-3873

pISSN - 0004-6280

DOI - 10.1086/322919

Subject(s) - gaussian , scalar (mathematics) , computer simulation , random field , gaussian random field , computer science , scalar field , correlation , mathematics , numerical analysis , set (abstract data type) , field (mathematics) , statistical physics , gaussian process , algorithm , physics , mathematical analysis , statistics , classical mechanics , geometry , simulation , quantum mechanics , pure mathematics , programming language

In this paper we will consider the problem of the numerical simulation ofnon-Gaussian, scalar random fields with a prescribed correlation structureprovided either by a theoretical model or computed on a set of observationaldata. Although, the numerical generation of a generic, non-Gaussian randomfield is a trivial operation, the task becomes tough when constraining thefield with a prefixed correlation structure. At this regards, three numericalmethods, useful for astronomical applications, are presented. The limits andcapabilities of each method are discussed and the pseudo-codes describing thenumerical implementation are provided for two of them.Comment: 37 pages, 9 figures, accepted by P.A.S.

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