UNIFIED ANALYSIS OF PERIODIZATION-BASED SAMPLING METHODS FOR MATERN COVARIANCES

Bachmayr, M; Graham, IG; Nguyen, VK; Scheichl, R

Bachmayr, M (corresponding author), Johannes Gutenberg Univ Mainz, Inst Math, Staudingerweg 9, D-55128 Mainz, Germany.

SIAM JOURNAL ON NUMERICAL ANALYSIS, 2020; 58 (5): 2953

Abstract

The periodization of a stationary Gaussian random field on a sufficiently large torus comprising the spatial domain of interest is the basis of variou......

Full Text Link