Proceedings of the Yerevan State University, series Physical and Mathematical Sciences
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



Proceedings of the YSU, Physical and Mathematical Sciences:
Year:
Volume:
Issue:
Page:
Find






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


Proceedings of the Yerevan State University, series Physical and Mathematical Sciences, 1991, Issue 1, Pages 17–24 (Mi uzeru765)  

Mathematics

The quantization in time of sample functions of differentiable Gaussian processes

A. H. Simonian, V. R. Fatalov

Yerevan State University, Faculty of Informatics and Applied Mathematics
References:
Abstract: In this paper algorithms of approximation of two classes of Gaussian stationary processes are suggested, when it is supposed that the sample functions are differentiable one time or two. In both cases asymptotic formulas for the approximating regression processes and for the variances of the processes of deviations are obtained. These results make possible to get recommendations on choosing the optimal step of quantization.
Received: 13.04.1990
Accepted: 15.07.1991
Document Type: Article
UDC: 519.217
Language: Russian
Citation: A. H. Simonian, V. R. Fatalov, “The quantization in time of sample functions of differentiable Gaussian processes”, Proceedings of the YSU, Physical and Mathematical Sciences, 1991, no. 1, 17–24
Citation in format AMSBIB
\Bibitem{SimFat91}
\by A.~H.~Simonian, V.~R.~Fatalov
\paper The quantization in time of sample functions of differentiable Gaussian processes
\jour Proceedings of the YSU, Physical and Mathematical Sciences
\yr 1991
\issue 1
\pages 17--24
\mathnet{http://mi.mathnet.ru/uzeru765}
Linking options:
  • https://www.mathnet.ru/eng/uzeru765
  • https://www.mathnet.ru/eng/uzeru/y1991/i1/p17
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Proceedings of the Yerevan State University, series Physical and Mathematical Sciences
    Statistics & downloads:
    Abstract page:40
    Full-text PDF :11
    References:9
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024