Simulation of ergodic multivariate stochastic processes: An enhanced spectral representation method

Title
Simulation of ergodic multivariate stochastic processes: An enhanced spectral representation method
Authors
Keywords
Simulation, Spectral representation method, Ergodicity, Convergence rate, Efficiency, Fast Fourier transform
Journal
MECHANICAL SYSTEMS AND SIGNAL PROCESSING
Volume 161, Issue -, Pages 107949
Publisher
Elsevier BV
Online
2021-04-22
DOI
10.1016/j.ymssp.2021.107949

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