Algorithms for stationary Gaussian random field generation

Abstract : Natural permeability fields are classically modeled by a second-order stationary field which is a lognormal distribution, with an isotropic exponential correlation function. In this technical report, we expose the algorithms to generate Gaussian random fields. In particular, the algorithms based on the Circulant Embedding methods are given.
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https://hal.inria.fr/hal-01414707
Contributor : Géraldine Pichot <>
Submitted on : Wednesday, April 4, 2018 - 11:00:46 AM
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Géraldine Pichot. Algorithms for stationary Gaussian random field generation. [Technical Report] RT-0484, INRIA Paris. 2016. ⟨hal-01414707v3⟩

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