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.
Number of pages: 250
Weight: 545 g
Dimensions: 240 x 160 mm
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