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Statistical simulation of a homogeneous isotropic random field on the plane and estimations of simulation errors. (English. Russian original) Zbl 0852.62091

Theory Probab. Math. Stat. 49, 177-181 (1994); translation from Teor. Jmovirn. Mat. Stat. 49, 245-251 (1993).
Summary: A statistical simulation method of a homogeneous isotropic random field based on the usage of a stochastic series is considered. Estimates of the simulation accuracy are given in various metrics.

MSC:

62M40 Random fields; image analysis
65C05 Monte Carlo methods