Application of the Sampling Theorem to the Representation of Random Fields

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by Mircea Grigoriu, Cornell Univ, Ithaca, United States,

Document Type: Proceeding Paper

Part of: Probabilistic Mechanics and Structural and Geotechnical Reliability:

Abstract: A new parametric model is developed for homogeneous Gaussian random fields based on a generalization of the sampling theorem. The model depends linearly on a finite set of discrete values of the field in a window centered on the current value of the argument so that it can be used to generate samples of Gaussian random fields. Numerical results show that the accuracy of the model improves with the window size.

Subject Headings: Windows | Gaussian process | Model accuracy | Structural models | Parameters (statistics) | Homogeneity | Numerical methods | Numerical models |

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