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updated 1 year ago

Fractional Brownian field or surface generator by Zdravko Botev

Generates fractional Brownian field or surface with a given Hurst parameter using Stein's method. (circulant matrix, fractional brownian s..., wiener sheet)

field1=Brownian_field(H,n)

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updated 1 year ago

Circulant Embedding method for generating stationary Gaussian field by Zdravko Botev

Implements Dietrich and Newsam's circulant embedding method for fast generation of Gaussian fields. (random field, stationary gaussian p..., fractional brownian m...)

stationary_Gaussian_process.m

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