scholarly journals Exact simulation of noncircular or improper complex-valued stationary Gaussian processes using circulant embedding

2016 ◽  
Author(s):  
Adam M. Sykulski ◽  
Donald B. Percival
Keyword(s):  
Gaussian Processes ◽  
Exact Simulation ◽  
Circulant Embedding ◽  
Stationary Gaussian Processes ◽  
Complex Valued

A strong approximation for some non-stationary complex Gaussian processes

1981 ◽  
Vol 18 (2) ◽  
pp. 390-402 ◽  
Author(s):  
Peter Breuer
Keyword(s):  
Rate Of Convergence ◽  
Gaussian Processes ◽  
Strong Approximation ◽  
Approximation Theorem ◽  
Explicit Rate ◽  
Complex Valued ◽  
Strong Approximation Theorem

A strong approximation theorem is proved for some non-stationary complex-valued Gaussian processes and an explicit rate of convergence is achieved. The result answers a problem raised by S. Csörgő.

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