Method of random wave-vectors in the simulation of correlated random processes

Citation
D. Kouznetsov et V. Voitsekhovich, Method of random wave-vectors in the simulation of correlated random processes, METEOROL Z, 7(5), 1998, pp. 230-236
Citations number
8
Categorie Soggetti
Earth Sciences
Journal title
METEOROLOGISCHE ZEITSCHRIFT
ISSN journal
09412948 → ACNP
Volume
7
Issue
5
Year of publication
1998
Pages
230 - 236
Database
ISI
SICI code
0941-2948(1998)7:5<230:MORWIT>2.0.ZU;2-3
Abstract
We describe a novel method for simulation of correlated homogeneous random processes with given second-order statistics of a general kind. These proce sses are specified by their correlation and cross-correlation functions. Th e simulated processes are constructed as sums of plane waves with random wa ve-vectors. For non-periodical processes with wide spectra, such a method r equires much less memory, than the independent generation of the Fourier-co mponents.