Title of article
Non-Gaussian simulation using Hermite polynomial expansion: convergences and algorithms
Author/Authors
Puig، نويسنده , , Bénédicte and Poirion، نويسنده , , Fabrice and Soize، نويسنده , , Christian، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
12
From page
253
To page
264
Abstract
Mathematical justifications are given for a Monte Carlo simulation technique based on memoryless transformations of Gaussian processes. Different types of convergences are given for the approaching sequence. Moreover an original numerical method is proposed in order to solve the functional equation yielding the underlying Gaussian process autocorrelation function.
Keywords
Non-Gaussian process , Hermite polynomial expansion , Monte Carlo simulation
Journal title
Probabilistic Engineering Mechanics
Serial Year
2002
Journal title
Probabilistic Engineering Mechanics
Record number
1567303
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