How can I generate realizations of random complex variable $x(t)$ with a given autocorrelation function $C(s)$, defined by$$C(s) = \langle x(s) x(0) \rangle$$and obeying the condition $C(-s) = C^*(s)$?Any link related to similar random variable generation would be great.
Generation of variable with given auto-correlation function
algorithms;statistics;monte carlo