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Most processes in nature are coupled; however, extensive null models forgenerating such processes still lacks. We present a new method to generate twocoupled Gaussian stochastic processes with arbitrary correlation functions.This method is developed by modifying the Fourier filtering method. Therobustness of this method is proved by generating two coupled fractionalBrownian motions and extending its range of application to Gaussian randomfields.

Method for generating two coupled Gaussian stochastic processes