A Campbell random process
The Campbell process is a stationary random process which can have various correlation functions, according to the choice of an elementary response function. The statistical properties of this process are presented. A numerical algorithm and a subroutine for generating such a process is built up and tested, for the physically interesting case of a Campbell process with Gaussian correlations. The (non-Gaussian) probability distribution appears to be similar to the gamma distribution.
Bibliographic Reference: Report: EUR-CEA-FC 1483 EN (1993) 28 pp.
Availability: Available from CEA, Département de Recherches sur la Fusion Contrôlée, Saint-Paul-lez-Durance (FR)
Record Number: 199311126 / Last updated on: 1994-11-29
Original language: en
Available languages: en