Statistical simulation of an exponentially correlated many-dimensional random field

被引:21
作者
Ambos, A. Yu. [1 ]
Mikhailov, G. A. [1 ]
机构
[1] Russian Acad Sci, Inst Computat Math & Math Geophys, Siberian Branch, Novosibirsk 630090, Russia
基金
俄罗斯基础研究基金会;
关键词
D O I
10.1515/RJNAMM.2011.014
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
A model of a many-dimensional homogeneous isotropic random field with an exponential correlation function and a given arbitrary one-dimensional distribution suitable for numerical implementation is constructed. The model is based on partition of the phase space by a field of random hyperplanes determined by some parametric Poisson point field. The possibility of application of this model to the solution of stochastic problems of radiation balance based on the combination of the methods of 'double randomization' and 'maximal section' is discussed.
引用
收藏
页码:263 / 273
页数:11
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