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Published January 1965 | Published
Journal Article Open

Numerical Simulation of Stationary and Non-Stationary Gaussian Random Processes

Abstract

The purpose of this paper is to present numerical methods for the computation of samples of a Gaussian random process x(t) with prescribed autocorrelation or power spectral density.

Additional Information

© 1965 Society for Industrial and Applied Mathematics. Received by the editors October 7, 1963, and in revised form July 13, 1964.

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August 19, 2023
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