Spectral models were developed in the 1970s and have appeared to bevery promising for various applications. Nowadays, spectral modelsare extensively used for stochastic simulation in atmosphere andocean optics, turbulence theory, analysis of pollution transport forporous media, astrophysics, and other fields of science.
The spectral models presented in this monograph represent a new classof numerical methods aimed at simulation of random processes andfields. The book is divided into four chapters, which deal withscalar spectral models and some of their applications, vector-valuedspectral models, convergence of spectral models, and problems ofoptimisation and convergence for functional Monte Carlo methods. Inaddition, the monograph includes four appendices, in which auxiliaryinformation is presented and additional problems are discussed.
The book will be of value and interest to experts in Monte Carlomethods, as well as to those interested in the theory andapplications of stochastic simulation.
2001; xii+198 pages ISBN 90-6764-343-2 Price (all prices are subject to change without notice): EUR 147/US$ 210
