Re: Simulating random fields in Mathematica
- To: mathgroup at smc.vnet.net
- Subject: [mg50989] Re: Simulating random fields in Mathematica
- From: Antti Penttilä@smc.vnet.net
- Date: Fri, 1 Oct 2004 04:48:03 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Mark Coleman wrote:
> Greetings,
>
> I'm searching for Mathematica code to simulate large (Gaussian) random fields,
> for work in spatial analysis. Can anyone point me in the right
> direction?
>
> Thanks,
>
> -Mark
>
I have a notebook for simulation of Gaussian random field as a Fourier-series
representation. I have been told that this series represent Gaussian random field,
but I don't have skills to theoretically check it myself. At least it seems
to be almost normal.
Antti Penttil=E4
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Notebook[{
Cell[CellGroupData[{
Cell["Gaussian surface as Fourier-series", "Title"],
Cell[BoxData[{
\(\(nn\ == \ 15;\)\ (*\
Length\ of\ the\ series\ *) \), "\[IndentingNewLine]",
\(\(\[Sigma]\ == \ 1;\)\ (*\
Deviation\ of\ the\ field\ *) \), "\[IndentingNewLine]",
\(\(\(covl\ == \ 2\)\(;\)\(\ \)\( (*\
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\[Phi][k_, n_]\ :== \ Random[\ Real, \ {0, \ 2\ \[Pi]}]\n
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