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Simulation of continuous sample paths of random fields using trigonometric series
Authors:Robert Patton Leland
Affiliation:(1) Department of Electrical Engineering, University of Alabama, Box 870286, 35487-0286 Tuscaloosa, AL
Abstract:The problem of simulating random fields on a digital computer using random trigonometric series is considered. Convergence in distribution of the sample paths as continuous functions is demonstrated when the structure function is bounded by
$$D(vec rho ) leqslant Mleft| {vec rho } right|^beta  $$
. Methods for simulating homogeneous and homogeneous increment random fields are presented. As an example, random index of refraction fluctuations are simulated using both a fractal model and a homogeneous random field model.
Keywords:trigonometric series  refraction  fractal model  homogeneous  homogeneous increments  central limit theorem  spectral density  Gaussian random field  weak convergence
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