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Simulation of ergodic multivariate stochastic processes: An enhanced spectral representation method

Ning Zhao, Guoqing Huang, Ahsan Kareem, Yongle Li, Liuliu Peng

2021Mechanical Systems and Signal Processing27 citationsDOI

Topics & Concepts

Ergodic theoryMultivariate statisticsRepresentation (politics)Spectral representationMathematicsApplied mathematicsStochastic processStatistical physicsComputer scienceStatisticsPure mathematicsPhysicsPolitical scienceLawQuantum electrodynamicsPoliticsWind and Air Flow StudiesProbabilistic and Robust Engineering DesignVehicle emissions and performance
Simulation of ergodic multivariate stochastic processes: An enhanced spectral representation method | Litcius