Generation of a sampled Gaussian time series having a specified correlation function

Morris J. Levin. Generation of a sampled Gaussian time series having a specified correlation function. IEEE Transactions on Information Theory, 6(5):545-548, 1960. [doi]

@article{Levin60,
  title = {Generation of a sampled Gaussian time series having a specified correlation function},
  author = {Morris J. Levin},
  year = {1960},
  doi = {10.1109/TIT.1960.1057600},
  url = {http://dx.doi.org/10.1109/TIT.1960.1057600},
  researchr = {https://researchr.org/publication/Levin60},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Information Theory},
  volume = {6},
  number = {5},
  pages = {545-548},
}