Abstract
This paper presents a new method of constructing random functions whose realizations can be evaluated efficiently. The basic idea is to “blend,” both stochastically and linearly, a limited set of independent initial realizations previously generated by any chosen simulation method. The blending stochastic coefficients are determined in such a way that the new random function so generated has the same mean and covariance functions as the random function used for generating the initial realizations.
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Mallet, J.L., Shtuka, A. Blending-Based Stochastic Simulator. Mathematical Geology 32, 367–379 (2000). https://doi.org/10.1023/A:1007590012189
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DOI: https://doi.org/10.1023/A:1007590012189