Approximate spectral models of random processes with periodic properties

DOI10.1515/RNAM-2019-0030zbMath1430.60090OpenAlexW2997609143MaRDI QIDQ2292085

Alisa M. Medvyatskaya, Vasily A. Ogorodnikov

Publication date: 31 January 2020

Published in: Russian Journal of Numerical Analysis and Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rnam-2019-0030

zbMATH Keywords

Fourier seriescorrelation functionspectral densityspectral modelperiodical correlated process

Mathematics Subject Classification ID

Random fields (60G60) Monte Carlo methods (65C05) Other physical applications of random processes (60K40)

Cites Work

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• Stochastic models of piecewise-constant and piecewise-linear non-Gaussian processes based on Poisson flows
• Parametric models for statistical simulation of nonhomogeneous random vector fields
• Inhomogeneous Markov chains with periodic matrices of transition probabilities and their application to simulation of meteorological processes
• Numerical simulation of significant long-term decreases in air temperature

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