مدل سازی عددی فرایندها و میدان های تصادفی: الگوریتم ها و کاربردها ۲۰۱۸
Numerical Modelling of Random Processes and Fields: Algorithms and Applications 2018

1. Preface

2. Contents

1. Statistical simulation of discrete Gaussian processes and fields with a given correlation structure

2. Spectral models of Gaussian random fields

3. Numerical models of non-Gaussian processes and fields

4. Convergence of numerical models of random fields in Monte Carlo method

5. Simulation of random fields in stochastic problems of the atmosphere - ocean optics

6. Hydrometeorological applications of statistical simulation methods

9. Appendix 1. Synopsis of the theory of stochastic processes

10. Appendix 2. On correspondence between discrete and continuous linear homogeneous stochastic models

11. Appendix 3. Coding of multiplicative generators of pseudorandom numbers

12. References