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Approximation of random processes by
cubic splines
Olexandra Kamenschykova Department of Probability Theory and Mathematical Statistics,
Kyiv National Taras Shevchenko University, Kyiv, Ukraine
Аннотация:
Approximation of some classes of random processes by cubic splines
with given accuracy and reliability is considered. Estimations of
deviation of approximating spline from original process are obtained.
A few examples of approximation are considered. Application of
splines for simulation of processes is also studied.
Ключевые слова:
Fundamental equation of the risk theory, ordinary/stationary
renewal process, delayed renewal processes, stationarity, discrete analog of one-sided
Wiener-Hopf integral equation, Riemann boundary-value problem, Wiener-Hopf factorization method.
Образец цитирования:
Olexandra Kamenschykova, “Approximation of random processes by
cubic splines”, Theory Stoch. Process., 14(30):3 (2008), 53–66
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp213 https://www.mathnet.ru/rus/thsp/v14/i3/p53
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Страница аннотации: | 65 | PDF полного текста: | 31 | Список литературы: | 16 |
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