Theory of Stochastic Processes
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Theory Stoch. Process.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Theory of Stochastic Processes, 2007, Volume 13(29), Issue 4, Pages 163–169 (Mi thsp241)  
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition

Oleksandr Moklyachuk

Department of Probability Theory and Mathematical Statistics, Kyiv National Taras Shevchenko University, Kyiv, Ukraine
Full-text PDF (100 kB)
References:
PDF
HTML
Abstract: A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function.
Keywords: Stochastic process, Karhunen-Loeve model, homogeneous Fredholm equations of the second order, approximations.
Bibliographic databases:
Document Type: Article
MSC: 60G15, 65C20, 45B05
Language: English
Citation: Oleksandr Moklyachuk, “Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition”, Theory Stoch. Process., 13(29):4 (2007), 163–169
Citation in format AMSBIB
\Bibitem{Mok07}
\by Oleksandr~Moklyachuk
\paper Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition
\jour Theory Stoch. Process.
\yr 2007
\vol 13(29)
\issue 4
\pages 163--169
\mathnet{http://mi.mathnet.ru/thsp241}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2482257}
\zmath{https://zbmath.org/?q=an:1164.60025}
Linking options:
  • https://www.mathnet.ru/eng/thsp241
  • https://www.mathnet.ru/eng/thsp/v13/i4/p163
    • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Theory of Stochastic Processes
    Statistics & downloads:
    Abstract page:70
    Full-text PDF :35
    References:15
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024