Numerical Modelling of Random Processes and Fields: Algorithms and Applications - Hardcover

Ogorodnikov, V. A.; Prigarin, S. M.

Hardcover

ISBN 10: 9067641995 ISBN 13: 9789067641999

Publisher: VSP International Science Publishers, 1996

Synopsis

01/07 This title is now available from Walter de Gruyter. Please see www.degruyter.com for more information. Computer-aided modelling is one of the most effective means of getting to the root of a natural phenomenon and of predicting the consequences of human impact on the environment. General methods of numerical modelling of random processes have been effectively developed and the area of applications has rapidly expanded in recent years. This book deals with the development and investigation of numerical methods for simulation of random processes and fields. The book opens with a description of scalar and vector-valued Gaussian models, followed by non-Gaussian models. Furthermore, issues of convergence of approximate models of random fields are studied. The last part of this book is devoted to applications of stochastic modelling, in which new application areas such as simulation of meteorological processes and fields, sea surface undulation, and stochastic structure of clouds, are presented.

About this title

Synopsis

Computer-aided modelling is one of the most effective means of getting to the root of a natural phenomenon and of predicting the consequences of human impact on the environment. General methods of numerical modelling of random processes have been effectively developed and the area of applications has rapidly expanded in recent years. This book deals with the development and investigation of numerical methods for simulation of random processes and fields. It opens with a description of scalar and vector-valued Gaussian models, followed by non-Gaussian models. Furthermore, issues of convergence of approximate models of random fields are studied. The last part of the book is devoted to applications of stochastic modelling, in which new application areas, such as simulation of meteorological processes and fields, sea surface undulation, and the stochastic structure of clouds, are presented. The book should be useful and of interest to researchers in the field of statistical modelling and application problems of Monte Carlo methods.

Edition details

• Publisher: VSP International Science Publishers
• Publication date: 1996
• Language: English
• ISBN 10: 9067641995
• ISBN 13: 9789067641999
• Binding: Hardcover
• Number of pages: 250