A multiplicative wavelet-based model for simulation of a random process

DOI10.15559/15-VMSTA33zbMath1352.60053OpenAlexW1492915542MaRDI QIDQ340790

Ievgen Turchyn

Publication date: 15 November 2016

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15559/15-vmsta33

zbMATH Keywords

simulationmultiplicative wavelet-based representationsecond-order centered random processessub-Gaussian random processes

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) General second-order stochastic processes (60G12) Probabilistic models, generic numerical methods in probability and statistics (65C20) Functional limit theorems; invariance principles (60F17)

Related Items (1)

Wavelet-based simulation of random processes from certain classes with given accuracy and reliability

Cites Work

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• Properties of Some Random Series
• Simulation of sub-Gaussian processes using wavelets
• Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I

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