Constrained realizations of Gaussian fields - A simple algorithm

@inproceedings{Hoffman1991ConstrainedRO,
  title={Constrained realizations of Gaussian fields - A simple algorithm},
  author={Yehuda Hoffman and Erez N. Ribak},
  year={1991}
}
A straightforward method for the construction of constrained realizations of Gaussian fields is presented. Consider a Gaussian random field and its ensemble mean field given a set of constraints. The residual of the field from its mean is statistically independent of the actual numerical value of the constraints. The algorithm is based on a simple construction of this residual field, which is then added to the analytically calculated mean field. This algorithm is exact and involves no… CONTINUE READING

Citations

Publications citing this paper.
SHOWING 1-10 OF 46 CITATIONS