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2010
Conference Paper
Title
Simulation of (M1,M2)-dependent random fields with K-distributed marginals
Abstract
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.