On accuracy of simulation of gaussian stationary processes in L2([0, T])

• Date: 2006
• Main Author: Turchyn, Y.
• Format: Article
• Language: English
• Published: Інститут математики НАН України 2006
• Online Access: https://nasplib.isofts.kiev.ua/handle/123456789/4469
• Journal Title: Digital Library of Periodicals of National Academy of Sciences of Ukraine
• Cite this: On accuracy of simulation of gaussian stationary processes in L2([0, T]) / Y. Turchyn // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 255–260. — Бібліогр.: 5 назв.— англ.

A theorem about simulation of a Gaussian stochastic process with given accuracy and reliability in L2([0, T ]) using wavelets has been proved.