Simulation of continuous sample paths of random fields using trigonometric series |
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Authors: | Robert Patton Leland |
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Affiliation: | (1) Department of Electrical Engineering, University of Alabama, Box 870286, 35487-0286 Tuscaloosa, AL |
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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. 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. |
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Keywords: | trigonometric series refraction fractal model homogeneous homogeneous increments central limit theorem spectral density Gaussian random field weak convergence |
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