Fast and Exact Simulation of Complex-Valued Stationary Gaussian Processes Through Embedding Circulant Matrix

Document Details

Document Type
Pub Defense Publication
Publication Date
Apr 03, 2018
Source ID
10.1080/10618600.2017.1385468

Entities

People

  • Emilio Porcu
  • Jean-francois Coeurjolly

Organizations

  • Air Force Office of Scientific Research
  • Grenoble Alpes University
  • Newcastle University
  • Université du Québec à Montréal