Abstract
The Turning Bands Method, introduced by G. Matheron, produces conditional simulations of a random function defined in n-space. There are difficulties which make it less attractive for simulations in 2-space and for the the extension to the vector or co-regionalization case. The difficulties are both theoretical and computational. The decomposition of the covariance matrix method introduced more recently by M. Davis and F. Alabert is essentially independent of the dimension of the space and results in a straight forward extension to the vector case by using the general formulation of cokriging given by Myers. As an alternative to the Cholesky decomposition, Davis proposed using a minimax polynomial approximation to the square root. The robustness of the simulation algorithm is examined with respect to the approximations for both the univariate and the vector form. Numerical results are given.
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© 1989 Springer Science+Business Media Dordrecht
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Myers, D.E. (1989). Vector Conditional Simulation. In: Armstrong, M. (eds) Geostatistics. Quantitative Geology and Geostatistics, vol 4. Springer, Dordrecht. https://doi.org/10.1007/978-94-015-6844-9_21
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DOI: https://doi.org/10.1007/978-94-015-6844-9_21
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