Stationary Gaussian Random Fields
Below is code to generate stationary Gaussian random functions on an interval or a rectangle.
(These notes and examples were made during Canada/USA Mathcamp 2008.)
- Fourier Transform and Gaussian Random Fields Brief summary of the Fourier transform and how to generate stationary Gaussian random fields in one and two dimensions.
- ftrans1d.m example of how to perform a Fourier transform in 1-dimension
- k_of_x.m transforms Fourier variable to original variable
- x_of_k.m transforms original variable to Fourier variable
- mhfft.m Fourier transform of a function
- mhifft.m Inverse Fourier transform
- mhfft2.m Fourier transform of a function of 2 variables
- mhifft2.m Inverse Fourier transform in 2 variables
- grf1.m generate a stationary Gaussian Random Field in 1 dimension
- grf2.m generate a stationary Gaussian Random Field in 2 dimensions
- grf_example.m Example of how to use grf1.m
- grf-archive.zip All of the above as an archive