On accuracy of simulation of gaussian stationary processes in L2([0, T])
A theorem about simulation of a Gaussian stochastic process with given accuracy and reliability in L2([0, T ]) using wavelets has been proved.
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| Date: | 2006 |
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| Main Author: | |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2006
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| Online Access: | http://dspace.nbuv.gov.ua/handle/123456789/4469 |
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| Journal Title: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Cite this: | On accuracy of simulation of gaussian stationary processes in L2([0, T]) / Y. Turchyn // Theory of Stochastic Processes. — 2006. — Т. 12 (28), № 3-4. — С. 255–260. — Бібліогр.: 5 назв.— англ. |