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Simulation of (M1,M2)-dependent random fields with K-distributed marginals

: Maresch, A.


IEEE Geoscience and Remote Sensing Society:
IEEE International Geoscience and Remote Sensing Symposium, IGARSS 2010. Proceedings : Honolulu, Hawaii, USA, 25-30. July 2010
New York, NY: IEEE, 2010
ISBN: 978-1-4244-9566-5
ISBN: 978-1-4244-9565-8
ISBN: 978-1-4244-9564-1
International Geoscience and Remote Sensing Symposium (IGARSS) <2010, Honolulu/Hawaii>
Fraunhofer FHR

A method to simulate a two-dimensional (m(1), m(2))-dependent random field Y with K-distributed marginals is presented. The simulation starts with a random field with independent and identically standardized normally distributed elements. Then an (m(1), m(2))-dependent matrix is calculated using weighted sums. It has identically standardized normally distributed marginals. From this matrix the desired random field is computed numerically.