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这种方法通过由相关函数抽样序列形成的协方差矩阵控制序列的相关性，适用于仿真具有不同概率密度函数的各种有限长相关的随机序列。
This method can control the series correlation via covariance matrix that was formed from correlation series and is suit for simulating finite correlated random series of different distributions.
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