Numerical stochastic models of piecewise-linear random processes

DOI10.1515/RNAM.2007.025zbMath1128.65011OpenAlexW1982617066MaRDI QIDQ5432669

Olga V. Sereseva, Vasily A. Ogorodnikov, L. Ya. Savel'ev

Publication date: 17 December 2007

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.2007.025

zbMATH Keywords

numerical examplesPoisson point flowsrandom nonstationary processes

Mathematics Subject Classification ID

Gaussian processes (60G15)

Related Items (2)

Stochastic models of piecewise-constant and piecewise-linear non-Gaussian processes based on Poisson flows ⋮ Probabilistic properties of non-Gaussian piecewise-linear processes on Poisson flows with independent random values at points of flow

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