Non-Gaussian simulation using Hermite polynomial expansion: convergences and algorithms-Reference-Cited by-同舟云学术

Non-Gaussian simulation using Hermite polynomial expansion: convergences and algorithms

Published:2002-07 Issue:3 Volume:17 Page:253-264
ISSN:0266-8920
Container-title:Probabilistic Engineering Mechanics
language:en
Short-container-title:Probabilistic Engineering Mechanics

Author:

Puig Bénédicte,Poirion Fabrice,Soize Christian

Publisher

Elsevier BV

Subject

Mechanical Engineering,Ocean Engineering,Aerospace Engineering,Condensed Matter Physics,Nuclear Energy and Engineering,Civil and Structural Engineering,Statistical and Nonlinear Physics

Reference27 articles.

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3. Declercq D. Apport des polynômes d'Hermite à la modélisation non Gaussienne et tests statistiques associés. Thesis, Cergy-Pontoise University; 1998.

4. Simulation of stochastic processes by spectral representation;Deodatis;Appl Mech Rev,1991

5. Non uniform random variate generation;Devroye,1986

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