
Simulation of Stochastic Processes with Given Accuracy and Reliability
Description
Key Features
- Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes
- Contains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topic
- Provides methods and tools in measuring accuracy and reliability in functional spaces
Readership
Table of Contents
- 1. The Distribution of the Estimates for the Norm of Sub-Gaussian Stochastic Processes.
2. Simulation of Stochastic Processes Presented in the Form of Series.
3. Simulation of Gaussian Stochastic Processes with Respect to Output Processes of the System.
4. The Construction of the Model of Gaussian Stationary Processes.
5. The Modeling of Gaussian Stationary Random Processes with a Certain Accuracy and Reliability.
6. Simulation of Cox Random Processes.
7. On the Modeling of Gaussian Stationary Processes with Absolutely Continuous Spectrum.
8. Simulation of Gaussian Isotropic Random Fields on a Sphere.
Product details
- No. of pages: 346
- Language: English
- Copyright: © ISTE Press - Elsevier 2016
- Published: November 22, 2016
- Imprint: ISTE Press - Elsevier
- eBook ISBN: 9780081020852
- Hardcover ISBN: 9781785482175
About the Authors
Yuriy Kozachenko
Main scientific research interests relate to the study of the properties of random processes in various functional spaces, simulation and statistics of random processes, the theory of wavelet expansions of random processes. One of the founders of the theory of sub-Gaussian and φ-subGaussian random processes, random processes from Orlicz spaces. Determination of accuracy and reliability of computer simulation of random processes.
Author of over 300 scientific papers, several textbooks and seven monographs.
Affiliations and Expertise
Oleksandr Pogorilyak
Her scientific interests are in the field of simulation of point stochastic processes and fields with given accuracy and reliability, e.g. Cox Processes driven by random intensity, analytical properties of point processes and fields. Author of more than 10 papers.
Affiliations and Expertise
Iryna Rozora
Her scientific interests are in the field of simulation of stochastic processes and fields with given accuracy and reliability in different Banach spaces, analytical properties of stochastic processes and fields; survey statistics. Author of more than 40 papers.
Affiliations and Expertise
Antonina Tegza
Affiliations and Expertise
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