Simulation of stationary Gaussian/non-Gaussian stochastic processes based on stochastic harmonic functions
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Title
Simulation of stationary Gaussian/non-Gaussian stochastic processes based on stochastic harmonic functions
Authors
Keywords
Non-Gaussian, Multivariate stochastic process, Stochastic harmonic function, Mehler’s formula, Memoryless nonlinear transformation
Journal
PROBABILISTIC ENGINEERING MECHANICS
Volume 66, Issue -, Pages 103141
Publisher
Elsevier BV
Online
2021-05-21
DOI
10.1016/j.probengmech.2021.103141
References
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