Simulation of non-gaussian processes
نویسنده
چکیده
The paper introduces a new non-Gaussian simulation method that matches a target power spectrum and probability information. Numerical studies demonstrate applicability, convergence, and stationary properties. The method is shown to encompass a larger envelope of spectral/probabilistic descriptions than correlation distortion based methods. Specifically, the method is not constrained to relatively wide-banded nonGaussian processes. Extensions to multivariate and conditional simulation are briefly discussed.
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