Simulation of random fields via local average subdivision

@article{Fenton1990SimulationOR,
  title={Simulation of random fields via local average subdivision},
  author={G. Fenton and E. Vanmarcke},
  journal={Journal of Engineering Mechanics-asce},
  year={1990},
  volume={116},
  pages={1733-1749}
}
A fast and accurate method of generating realizations of a homogeneous Gaussian scalar random process in one, two, or three dimensions is presented. The resulting discrete process represents local averages of a homogeneous random function defined by its mean and covariance function, the averaging being performed over incremental domains formed by different levels of discretization of the field. The approach is motivated first by the need to represent engineering properties as local averages… Expand
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