Application of the theory of square-Gaussian processes to simulation of stochastic processes

• Datum: 2006
• ISSN: 0321-3900
• Hauptverfasser: Kozachenko, Y., Rozora, I.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Інститут математики НАН України 2006
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/4456
• Назва журналу: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Zitieren: Application of the theory of square-Gaussian processes to simulation of stochastic processes / Y. Kozachenko, I. Rozora // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 43–54. — Бібліогр.: 9 назв.— англ.

In the paper the simulation of stochastic processes is considered. For this purpose the estimation for distribution of supremum of square-Gaussian processes is found. The theorems are proved that give the conditions
 under which the constructed model approximates stochastic process in Banach...