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Simulation of binary random fields with Gaussian numerical models
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Sergei M. Prigarin
Veröffentlicht/Copyright:
12. Juli 2010
Abstract
We present a method for numerical modeling of binary homogeneous random fields based on thresholds of Gaussian functions. The method enables us to reproduce the average value and correlation function of the observed binary field. The method is comparatively simple, and on several examples we demonstrate that it can be effective for simulation of a wide class of binary random fields.
Keywords.: Binary random fields; numerical simulation; Gaussian fields; threshold models; spectral models; binary textures
Received: 2009-07-21
Revised: 2010-04-17
Published Online: 2010-07-12
Published in Print: 2010-July
© de Gruyter 2010
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Artikel in diesem Heft
- Approximate formulas for expectations of functionals of solutions to stochastic differential equations
- Simulation of binary random fields with Gaussian numerical models
- A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes
- The Multilevel Monte Carlo method used on a Lévy driven SDE
- Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options
Schlagwörter für diesen Artikel
Binary random fields;
numerical simulation;
Gaussian fields;
threshold models;
spectral models;
binary textures
Artikel in diesem Heft
- Approximate formulas for expectations of functionals of solutions to stochastic differential equations
- Simulation of binary random fields with Gaussian numerical models
- A spectral-based Monte Carlo algorithm for generating samples of nonstationary Gaussian processes
- The Multilevel Monte Carlo method used on a Lévy driven SDE
- Erratum. Exact retrospective Monte Carlo computation of arithmetic average Asian options
