Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
785839 | International Journal of Non-Linear Mechanics | 2010 | 11 Pages |
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
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Mechanical Engineering
Authors
Fabrice Poirion, Bénédicte Puig,