Method of random wave-vectors in the simulation of correlated random processes

Abstract

We describe a novel method for simulation of correlated homogeneous random processes with given second-order statistics of a general kind. These processes are specified by their correlation and cross-correlation functions. The simulated processes are constructed as sums of plane waves with random wave-vectors. For non-periodical processes with wide spectra, such a method requires much less memory, than the independent generation of the Fourier-components.

Keywords

• plane waves
• random wave-vectors
• fourier-components
• wellenvektoren