Some methods for simulating random fields

  • Authors:

  • A. Larry Wright

  • Affiliations:

  • Department of Mathematics, University of Arizona, Tucson, Arizona

  • Venue:
  • WSC '87 Proceedings of the 19th conference on Winter simulation
  • Year:
  • 1987

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Abstract

Several methods exist for simulating random fields. This paper reviews some of the methods used to simulate stationary random fields in Rn, n ≥ 1. A recent study comparing the traditional turning bands method to a method called the random impact method is given. The results of this study indicate that the random impact model is comparable to the turning bands method in terms of execution time, and in terms of reproducibility of the covariance functions.