Numerical Modelling of Random Processes and Fields

By V. A. Ogorodnikov, S. M. Prigarin

Subjects: Stochastic processes, Mathematical models

Description: This book deals with the development and investigation of numerical methods for simulation of random processes and fields. The book opens with a description of scalar and vector-valued Gaussian models, followed by non-Gaussian models. Furthermore, issues of convergence of approximate models of random fields are studied. The last part of this book is devoted to applications of stochastic modelling, in which new application areas such as simulation of meteorological processes and fields, sea surface undulation, and stochastic structure of clouds, are presented.