On an expansion of random processes in series

DOI10.1515/ROSE.2007.002zbMath1142.60349OpenAlexW2051939984MaRDI QIDQ5430543

Iryna V. Rozora, Yevgen V. Turchyn, Yuriy Vasil'ovich Kozachenko

Publication date: 16 December 2007

Published in: Random Operators and Stochastic Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/rose.2007.002

zbMATH Keywords

simulationuniform convergencewavelet basisexpansion of stochastic processKarhunen theorem

Mathematics Subject Classification ID

Random fields (60G60) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Related Items (11)

Properties of Some Random Series ⋮ On the modeling of linear system input stochastic processes with given accuracy and reliability ⋮ Accuracy and reliability of a model for a Gaussian homogeneous and isotropic random field in the space $L_p(\mathbb {T})$, $p\geq 1$ ⋮ On one way of modeling a stochastic process with given accuracy and reliability ⋮ Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T)\)] ⋮ On statistical properties of the estimator of impulse response function ⋮ An application of \(\varphi\)-subgaussian technique to Fourier analysis ⋮ Construction of the Karhunen–Loève model for an input Gaussian process in a linear system by using the output process ⋮ Simulation of sub-Gaussian processes using wavelets ⋮ Simulation of a fractional Brownian motion in the space $L_p([0,T)$] ⋮ Wavelet-based simulation of random processes from certain classes with given accuracy and reliability

Cites Work

• Unnamed Item
• An elementary approach to a Girsanov formula and other analytical results on fractional Brownian motions

This page was built for publication: On an expansion of random processes in series