Abstract
An algorithm is developed for generating samples of vector-valued
Gaussian processes and fields. The algorithm is based on
Karhunen–Loève (KL) representations of vector-valued random
functions
Funding source: National Science Foundation
Award Identifier / Grant number: CMMI-1265511
Award Identifier / Grant number: CMMI-1639669
Funding statement: The work reported in this paper has been partially supported by the National Science Foundation under grants CMMI-1265511 and CMMI-1639669. This support is gratefully acknowledged.
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