Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition
A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function.
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| Дата: | 2007 |
|---|---|
| Автор: | |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2007
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4519 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition / O. Moklyachuk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 163–169. — Бібліогр.: 3 назв.— англ. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
irk-123456789-4519 |
|---|---|
| record_format |
dspace |
| spelling |
irk-123456789-45192009-11-25T12:00:38Z Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition Moklyachuk, O. A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function. 2007 Article Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition / O. Moklyachuk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 163–169. — Бібліогр.: 3 назв.— англ. 0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4519 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| description |
A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function. |
| format |
Article |
| author |
Moklyachuk, O. |
| spellingShingle |
Moklyachuk, O. Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition |
| author_facet |
Moklyachuk, O. |
| author_sort |
Moklyachuk, O. |
| title |
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition |
| title_short |
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition |
| title_full |
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition |
| title_fullStr |
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition |
| title_full_unstemmed |
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition |
| title_sort |
simulation of random processes with known correlation function with the help of karhunen-loeve decomposition |
| publisher |
Інститут математики НАН України |
| publishDate |
2007 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4519 |
| citation_txt |
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition / O. Moklyachuk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 163–169. — Бібліогр.: 3 назв.— англ. |
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2023-03-24T08:30:32Z |
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2023-03-24T08:30:32Z |
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