Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition
A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function.
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| Datum: | 2007 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2007
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| Online Zugang: | http://dspace.nbuv.gov.ua/handle/123456789/4519 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition / O. Moklyachuk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 163–169. — Бібліогр.: 3 назв.— англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| Zusammenfassung: | A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function. |
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