Article ID Journal Published Year Pages File Type
785839 International Journal of Non-Linear Mechanics 2010 11 Pages PDF
Abstract

Mathematical justifications are given for a simulation technique of multivariate non-Gaussian random processes and fields based on Rosenblatt's transformation of Gaussian processes. Different types of convergences are given for the approaching sequence. Moreover an original numerical method is proposed in order to solve the functional equation yielding the underlying Gaussian process autocorrelation function.

Related Topics
Physical Sciences and Engineering Engineering Mechanical Engineering
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