### Generation of realizations of Gaussian random functions on digital computers

This is an extensive survey of methods for simulation of Gaussian random functions and fields on digital computers. The methods are classified as follows: generation of Gaussian random sequences with a given covariance function and spectral density function of a special type, and by discrete Fourier transform of uniform random numbers; generation of stationary and non-stationary Gaussian processes by filtration; and generation of stationary Gaussian processes, Gaussian fields and vector-valued fields...