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Generation of non-Gaussian stationary stochastic processes
Phys. Rev. E 54, 299 – Published 1 July, 1996
DOI: https://doi.org/10.1103/PhysRevE.54.299
Abstract
A procedure is developed to generate a non-Gaussian stationary stochastic process with the knowledge of its first-order probability density and the spectral density. The procedure is applicable to an arbitrary probability density if the spectral density is of a low-pass type, and to a large class of probability densities if the spectral density is of a narrow band, with its peak located at a nonzero frequency. © 1996 The American Physical Society.
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