Fast simulation of multivariate nonstationary process and its application to extreme winds

Title
Fast simulation of multivariate nonstationary process and its application to extreme winds
Authors
Keywords
Simulation, Nonstationary process, Time-varying coherence, Cholesky decomposition, Proper orthogonal decomposition, Fast Fourier transform
Journal
Publisher
Elsevier BV
Online
2017-08-19
DOI
10.1016/j.jweia.2017.08.008

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