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

• Datum: 2006
• ISSN: 0321-3900
• 1. Verfasser: Turchyn, Y.
• Format: Artikel
• Sprache: Englisch
• Veröffentlicht: Інститут математики НАН України 2006
• Online Zugang: https://nasplib.isofts.kiev.ua/handle/123456789/4469
• 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.

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