D. Koutsoyiannis, and P. Dimitriadis, Towards generic simulation for demanding stochastic processes, *Sci*, 3, 34, doi:10.3390/sci3030034, 2021.

[doc_id=2137]

[English]

We outline and test a new methodology for genuine simulation of stochastic processes with any dependence structure and any marginal distribution. We reproduce time dependence with a generalized, time symmetric or asymmetric, moving-average scheme. This implements linear filtering of non-Gaussian white noise, with the weights of the filter determined by analytical equations, in terms of the autocovariance of the process. We approximate the marginal distribu-tion of the process, irrespective of its type, using a number of its cumulants, which in turn deter-mine the cumulants of white noise, in a manner that can readily support the generation of random numbers from that approximation, so that it be applicable for stochastic simulation. The simulation method is genuine as it uses the process of interest directly, without any transformation (e.g., normalization). We illustrate the method in a number of synthetic and real-world applications, with either persistence or antipersistence, and with non-Gaussian marginal distributions that are bounded, thus making the problem more demanding. These include distributions bounded from both sides, such as uniform, and bounded from below, such as exponential and Pareto, possibly having a discontinuity at the origin (intermittence). All examples studied show the satisfactory performance of the method.

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**Our works referenced by this work:**

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18. | P. Dimitriadis, D. Koutsoyiannis, T. Iliopoulou, and P. Papanicolaou, A global-scale investigation of stochastic similarities in marginal distribution and dependence structure of key hydrological-cycle processes, Hydrology, 8 (2), 59, doi:10.3390/hydrology8020059, 2021. |

19. | S. Vavoulogiannis, T. Iliopoulou, P. Dimitriadis, and D. Koutsoyiannis, Multiscale temporal irreversibility of streamflow and its stochastic modelling, Hydrology, 8 (2), 63, doi:10.3390/hydrology8020063, 2021. |

20. | D. Koutsoyiannis, Stochastics of Hydroclimatic Extremes - A Cool Look at Risk, Edition 3, ISBN: 978-618-85370-0-2, 391 pages, doi:10.57713/kallipos-1, Kallipos Open Academic Editions, Athens, 2023. |

**Our works that reference this work:**

1. | T. Iliopoulou, N. Malamos, and D. Koutsoyiannis, Regional ombrian curves: Design rainfall estimation for a spatially diverse rainfall regime, Hydrology, 9 (5), 67, doi:10.3390/hydrology9050067, 2022. |

2. | T. Iliopoulou, P. Dimitriadis, A. Siganou, D. Markantonis, K. Moraiti, M. Nikolinakou, I. Meletopoulos, N. Mamassis, D. Koutsoyiannis, and G.-F. Sargentis, Modern use of traditional rainwater harvesting practices: An assessment of cisterns’ water supply potential in West Mani, Greece, Heritage, 5 (4), 2944–2954, doi:10.3390/heritage5040152, 2022. |

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