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Statistical simulation of a homogeneous isotropic random field in the space \(R^3\) and estimates of simulation errors. (English. Ukrainian original) Zbl 0959.60041

Theory Probab. Math. Stat. 59, 177-181 (1999); translation from Teor. Jmorvirn. Mat. Stat. 59, 171-175 (1998).
A method of statistical approximation of homogeneous and isotropic random fields based on using of stochastic series is proposed. Estimates of the error of approximation are given in different metrics. Theorems of summation for the Lagrange polynomials and for the Bessel functions are used.

MSC:

60G60 Random fields
60K05 Renewal theory
60G12 General second-order stochastic processes