@article{oai:kagawa-u.repo.nii.ac.jp:00005780,
 author = {石川, 浩 and Ishikawa, Hiroshi and 三津間, 秀彦 and Mitsuma, Hidehiko and 篠塚, 正宣 and Shinozuka, Masanobu},
 issue = {3・4},
 journal = {香川大学経済論叢, Kagawa University economic review},
 month = {Oct},
 note = {The purpose of the present study is to introduce the data-based nonstationary random process model and to indicate its potential applications especially in engineering, particularly in those cases where efficient generations of its sample functions are needed for the purpose of Monte Carlo and other investigations. The nonstationary process model to be developed is called data-based since it is constructed primarily on the basis of the observed record. In fact, the model can be written in the form of the inversion of the Fourier transform of the original record (the first kind) or of its symmetric-periodic extension (the second kind) with randomly shifted phase angles. Its construction is a straightforward task requiring only the Fourier transform of the original record (or its extension) or equivalently its Hilbert transform. Also, the model lends itself to a tractable implementation of Monte Carlo analyses because of the ease with which its sample functions are generated.},
 pages = {308--373},
 title = {Digital simulation of nonstationary random processes and its applications},
 volume = {52},
 year = {1979},
 yomi = {イシカワ, ヒロシ and ミツマ, ヒデヒコ and シノズカ, マサノブ}
}