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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| Datum: | 2007 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Інститут математики НАН України
2007
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4519 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | 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. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862751318775431168 |
|---|---|
| author | Moklyachuk, O. |
| author_facet | Moklyachuk, O. |
| 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. |
| collection | DSpace DC |
| description | A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function.
|
| first_indexed | 2025-12-07T21:10:38Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4519 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T21:10:38Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Moklyachuk, O. 2009-11-24T15:32:42Z 2009-11-24T15:32:42Z 2007 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 https://nasplib.isofts.kiev.ua/handle/123456789/4519 A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function. en Інститут математики НАН України Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition Article published earlier |
| spellingShingle | Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition Moklyachuk, O. |
| title | 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_short | 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 |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4519 |
| work_keys_str_mv | AT moklyachuko simulationofrandomprocesseswithknowncorrelationfunctionwiththehelpofkarhunenloevedecomposition |