Buchumschlag

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

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

Gespeichert in:

Bibliographische Detailangaben
Datum:	2006
1. Verfasser:	Turchyn, Y.
Format:	Artikel
Sprache:	Englisch
Veröffentlicht:	Інститут математики НАН України 2006
Online Zugang:	https://nasplib.isofts.kiev.ua/handle/123456789/4469
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!
Назва журналу:	Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren:	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.

Institution

Digital Library of Periodicals of National Academy of Sciences of Ukraine

Ähnliche Einträge

Simulations of Gaussian stationary random processes with continuous spectrum
von: A. O. Pashko
Veröffentlicht: (2014)

Application of the theory of square-Gaussian processes to simulation of stochastic processes
von: Kozachenko, Y., et al.
Veröffentlicht: (2006)

Simulation of fractional Brownian motion with given reliability and accuracy in C([0, 1])
von: Kozachenko, Y., et al.
Veröffentlicht: (2006)

Filtering of stationary Gaussian statistical experiments
von: V. S. Korolyuk, et al.
Veröffentlicht: (2019)

Filtration of stationary Gaussian statistical experiments
von: D. V. Koroliuk, et al.
Veröffentlicht: (2017)

On the limit distribution of the correlogram of a stationary Gaussian process with weak decrease in correlation
von: Leonenko, N. N., et al.
Veröffentlicht: (1993)

On asymptotic normality of estimates for correlation functions of stationary Gaussian processes in the space of continuous functions
von: Buldygin, V. V., et al.
Veröffentlicht: (1995)

Computer Simulation of the System of Processing Noise Signals in Non-Gaussian Noise
von: V. V. Palahin, et al.
Veröffentlicht: (2017)

Approximation of random processes in the space L2([0, T])
von: Kamenschykova, O.
Veröffentlicht: (2007)

Simulation and Numerical Investigation of the Nonstationary Heat Transfer Process in the Stationary Packed Bed
von: B. B. Rokhman
Veröffentlicht: (2018)

SIMULATION AND NUMERICAL INVESTIGATION OF THE NONSTATIONARY HEAT TRANSFER PROCESS IN THE STATIONARY PACKED BED
von: Rokhman, B.
Veröffentlicht: (2018)

On the simulation of the mathematical expectation and variance of samples for gaussian-distributed random variables
von: P. Kosobutskyi
Veröffentlicht: (2017)

On the simulation of the mathematical expectation and variance of samples for gaussian-distributed random variables
von: P. Kosobutskyy
Veröffentlicht: (2017)

Riemann integral operator for stationary and non-stationary processes
von: I. M. Aleksandrovych, et al.
Veröffentlicht: (2021)

Baxter type theorems for generalized random Gaussian processes
von: S. M. Krasnitskiy, et al.
Veröffentlicht: (2016)

Stochastic integration and one class of Gaussian random processes
von: Dorogovtsev, A. A., et al.
Veröffentlicht: (1998)

Adaptive Detection of Stationary Gaussian Signals Against a Normal Noise Background, with a Constant False-Alarm Rate
von: V. G. Galushko
Veröffentlicht: (2017)

The method of estimating the parameters of stationary emission source based on the Gaussian model according to real-time monitoring dispersal zone
von: V. B. Mokin, et al.
Veröffentlicht: (2016)

ADAPTIVE DETECTION OF STATIONARY GAUSSIAN SIGNALS AGAINST A NORMAL NOISE BACKGROUND, WITH A CONSTANT FALSE-ALARM RATE
von: Galushko, V. G.
Veröffentlicht: (2017)

Beyond the Gaussian
von: Fujii, K.
Veröffentlicht: (2011)

Estimation of the Accuracy of Finite-Element Petrov–Galerkin Method in Integrating the One-Dimensional Stationary Convection-Diffusion-Reaction Equation
von: S. V. Sirik
Veröffentlicht: (2015)

Estimation of the Accuracy of Finite-Element Petrov–Galerkin Method in Integrating the One-Dimensional Stationary Convection-Diffusion-Reaction Equation
von: Sirik, S. V., et al.
Veröffentlicht: (2015)

Ruled Surfaces in E⁴ with Constant Ratio of the Gaussian Curvature and Gaussian Torsion
von: Goncharova, O.A.
Veröffentlicht: (2008)

d-Gaussian Fibonacci, d-Gaussian Lucas polynomials and their matrix representations
von: E. Özkan, et al.
Veröffentlicht: (2023)

$d$-Gaussian Fibonacci, $d$-Gaussian Lucas polynomials and their matrix representations
von: Özkan, E., et al.
Veröffentlicht: (2023)

On Baxter type theorems for generalized random Gaussian processes with independent values
von: S. M. Krasnitskij, et al.
Veröffentlicht: (2020)

On the calculation of the confidence relation for a Gaussian stochastic process satisfying some linear differential equations
von: Ryzhov, Y. M., et al.
Veröffentlicht: (1966)

Simulating the Dynamics of the Production Development in the Conditions of the Non-Stationary Market of the Perfect Competition
von: Yu. V. Sherstennykov, et al.
Veröffentlicht: (2017)

Norm of Gaussian integers in arithmetical progressions and narrow sectors
von: Varbanets, S., et al.
Veröffentlicht: (2020)

Norm of Gaussian integers in arithmetical progressions and narrow sectors
von: Varbanets, S., et al.
Veröffentlicht: (2020)

On the local times for Gaussian integrators
von: O. L. Izyumtseva
Veröffentlicht: (2014)

Stationary processes in functional spaces Lq( R )
von: Yakovenko, T.
Veröffentlicht: (2007)

Estimation of correlation invariants of periodically non-stationary random processes
von: I. M. Yavorskyi, et al.
Veröffentlicht: (2013)

Software computer modeling of non-gaussian parameter estimation of correlated random processes
von: V. V. Palahin, et al.
Veröffentlicht: (2014)

On the properties of an empirical correlogram of a Gaussian process with square integrable spectral density
von: Buldygin, V. V., et al.
Veröffentlicht: (1995)

In-process monitoring of shape accuracy of flat surfaces of optical and microelectronic components in polishing
von: Ju. D. Filatov, et al.
Veröffentlicht: (2017)

On accuracy of the approximate problem solution
von: V. K. Zadiraka, et al.
Veröffentlicht: (2022)

About accuracy of economic indicators
von: Ju. Arkhangelskij
Veröffentlicht: (2013)

Gaussian and non-Gaussian limit distributions of estimates of the regression coefficients of a long-memory time series
von: Leonenko, N. N., et al.
Veröffentlicht: (1999)

Multiplicative Characters and Gaussian Fluctuation Limits
von: Sato, Ryosuke
Veröffentlicht: (2023)