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Kachiashvili, K.J. (1990) Simulation of Real Multivariate Stationary Gaussian Markov Series with the Given Connectivity Depth. In: Aivazyan, S.A. and Kuznetsov, S.E., Eds., Multivariate Statistical Analysis and Probability Simulation of Real Processes, Vol. 54, Nauka, Moscow, 250-254.

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