A. , R. Et-dacunha-castelle, and D. , Séries d'observations irrégulières modélisation et prévision, 1984.

B. , P. Et-bonnemoy, and C. , An algorithm for spectral factorization using random search techniques, Probabilistic Engineering Mechanics, pp.67-72, 1989.

B. , P. Et-fleury, and G. , Stochastic newmark method. Dans Computational Stochastic Mechanics, edité par P. Spanos, pp.365-373, 1999.

B. , P. Fogli, M. Bressolette, P. Et, and M. Lemaire, Un algorithme de simulation stochastique par markovianisation approchée, application à la mécanique aléatoire, Journal de Mécanique Théorique et Appliquée, vol.3, issue.6, pp.905-950, 1984.

B. , N. Et-lépingle, and D. , Numerical Methods for Stochastic Processes, 1994.

C. , R. Et, and W. Martin, The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals, Annals of Mathematics, vol.48, issue.2, pp.385-392, 1947.

C. , H. Et-leadbetter, and M. , Stationary and Related Stochastic Processes, 1967.

D. , T. Potthoff, J. Et, and G. Våge, A review of white noise analysis from a probabilistic standpoint, Acta Applicandae Mathematicae, vol.48, pp.91-112, 1997.

D. , G. Et, and M. Shinozuka, Simulation of stochastic processes by spectral representation, Applied Mechanics Reviews, vol.44, issue.4, pp.191-204, 1991.

G. , R. Et-spanos, and P. , A spectral representation of stochastic finite elements, Probabilistic Methods for Structural Design, edité par C. Guedes Soares, pp.289-312, 1997.

G. , M. Giusella, V. Et-grigoriu, and M. , Simulation of non-Gaussian field applied to wind pressure fluctuations, Probabilistic Engineering Mechanics, vol.15, pp.339-345, 2000.

G. , I. Et, and N. Vilenkin, Les distributions, tm. 4 de Applications de l'analyse harmonique, Dunod, 1967.

G. , K. Et-kareem, and A. , Simulation of non-Gaussian processes. Dans Computational Stochastic Mechanics, edité par P. Spanos, pp.11-20, 1999.

H. , T. Et-hitsuda, and M. , Gaussian processes. Dans Translations of Mathematical Monographs , tm. 120, 1993.

H. , T. Kuo, H. Potthoff, J. Et-streit, and L. , White Noise An infinite dimensional calculus, 1993.

H. , H. Øksendal, B. Ubøe, J. Et-zhang, and T. , Stochastic Partial Differential Equations . A Modeling, White Noise Functional Approach. Probability and its Applications, Birkäuser, 1996.

K. , J. Et-kesavan, and H. , Entropy Optimization Principles with Applications, 1992.

K. , C. Et-lennox, and W. , Solution to the practical problem of moments using nonclassical orthogonal polynomials, with applications for probabilistic analysis, Probabilistic Engineering Mechanics, vol.15, pp.371-379, 2000.

K. , P. Et-soize, and C. , Markovianization of non linear oscillators with colored input. Dans Actes de la conférence de mécanique aléatoire à l'École Polytechnique de Turin, pp.135-150, 1982.

L. , R. Et-ghanem, and R. , Adaptive polynomial chaos expansions applied to statistics of extremes in nonlinear random vibration, Probabilistic Engineering Mechanics, vol.13, issue.2, pp.125-136, 1998.

M. , M. Et-spanos, and P. , Recursive simulation of stationary multivariate random processes , part i, Journal of Applied Mechanics, vol.54, issue.3, pp.674-680, 1987.

M. , M. Et-spanos, and P. , Recursive simulation of stationary multivariate random processes , part ii, Journal of Applied Mechanics, vol.54, issue.3, pp.681-687, 1987.

N. , M. Højstrup, J. Hansen, K. Et-thesberg, and L. , Validity of the assumption of Gaussian turbulence, Proceedings of the European Wind Energy Conference, 2001.

O. , D. Et, and H. White, An efficient algorithm to compute maximum entropy densities, Econometric Review, vol.18, issue.2, pp.127-140, 1999.

P. , E. Et-talay, and D. , Discretization and simulation of stochastic differential equations, Acta Applicandae Mathematicae, vol.3, pp.23-47, 1985.

P. , F. Et-soize, and C. , Simulation numérique de champs vectoriels stochastiques gaussiens homogènes et non homogènes, La Recherche Aérospatiale, vol.1, pp.41-61, 1989.

P. , F. Et-soize, and C. , Monte Carlo construction of Karhunen Loeve expansion for non- Gaussian random fields, Engineering Mechanics Conference, 1999.

P. , R. Deodatis, G. Et-prevost, and J. , Simulation of homogeneous nonGaussian stochastic vector fields, Probabilistic Engineering Mechanics, vol.13, issue.1, pp.1-13, 1998.

P. , Y. Et-rozanov, and Y. , Probability theory, 1969.

P. , B. Poirion, F. Et-soize, and C. , Non-Gaussian simulation using hermite polynomial expansion, 4th International Conference on Computational Stochastic Mechanics, 2002.
URL : https://hal.archives-ouvertes.fr/hal-00686221

P. , B. Poirion, F. Et-soize, and C. , Non-Gaussian simulation using Hermite polynomial expansion: convergences and algorithms, Probabilistic Engineering Mechanics, vol.17, pp.253-264, 2002.
URL : https://hal.archives-ouvertes.fr/hal-00686282

S. , S. Et-ghanem, and R. , Simulation of non-Gaussian fields with the Karhunen-Loeve and polynomial chaos expansions, Engineering Mechanics Conference, 1999.

S. , S. Et-ghanem, and R. , Simulation of multi-dimensional non-Gaussian nonstationary random fields, Probabilistic Engineering Mechanics, vol.17, pp.167-176, 2002.

S. , J. Et-tamarkin, and J. , The problem of moments, 1963.

S. , K. Et, and J. Tr¸ebickitr¸-tr¸ebicki, Maximum entropy principle in stochastic dynamics, Probabilistic Engineering Mechanics, vol.5, issue.3, pp.102-110, 1990.

S. , P. Et-zeldin, and B. , Random field simulation using wavelet bases, Applications of Statistics and Probability, pp.1275-1283, 1995.

S. , P. Et-zeldin, and B. , An optimal ARMA approximation for random field simulation, Stochastic Structural Dynamics, proceedings of the third internatonial conference, pp.7-89, 1997.

S. , P. Et-zeldin, and B. , Monte Carlo treatment of random fields: A broad perspective, Applied Mechanics Reviews, vol.51, issue.3, pp.219-237, 1998.

Y. , F. Et, and M. Shinozuka, Digital generation of non-Gaussian stochastic fields, Journal of Engineering Mechanics, vol.114, issue.7, pp.1183-1197, 1988.