Spline-Interpolation-Based FFT Approach to Fast Simulation of Multivariate Stochastic Processes

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<table>Temporal autocorrelation functions of generated sample function displayed in Figure <a href="../fig3/">3</a> versus corresponding targets.</table>

Mathematical Problems in Engineering

fig5

Figure 5

Figure 5: Spline-Interpolation-Based FFT Approach to Fast Simulation of Multivariate Stochastic Processes 