@inbook{e609511b244c42459225fc942a7ba360,
title = "Simulation of stochastic processes and fields for Monte Carlo simulation applications: Some recent developments",
abstract = "Two of the latest developments concerning the spectral representation method (used to simulate stochastic processes and fields) are presented in this paper. The first one introduces an extension of the spectral representation method to simulate non-stationary stochastic vector processes with evolutionary power. The proposed simulation formula is simple and straightforward and generates sample functions of the vector process according to a prescribed non-stationary cross-spectral density matrix. The second development introduces another extension of the spectral representation method to simulate multi-dimensional, multi-variate, non-Gaussian stochastic fields. In this case, sample functions are generated according to a prescribed cross spectral density matrix and prescribed (non-Gaussian) probability distribution functions. Numerical examples are provided for both developments.",
author = "George Deodatis and Radu Popescu and Prevost, {Jean H.}",
year = "1995",
language = "English (US)",
series = "American Society of Mechanical Engineers, Design Engineering Division (Publication) DE",
number = "3 Pt A/2",
pages = "955--965",
booktitle = "15th Biennial Conference on Mechanical Vibration and Noise",
edition = "3 Pt A/2",
note = "Proceedings of the 1995 ASME Design Engineering Technical Conference ; Conference date: 17-09-1995 Through 20-09-1995",
}