Approximation of random fields by generalized linear splines

DOI10.1007/BF02312841MaRDI QIDQ1280630zbMATH OpenFDO

Authors S. A. Egishyants, E. I. Ostrovskij, Eugeny Ostrovsky

Publication date 10 June 1999

Published in Mathematical Notes (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02312841

zbMATH Keywords

approximation of random fieldsgeneralized linear splinesreconstruction of stochastic processes

Mathematics Subject Classification ID

Stochastic approximation (62L20) Random fields; image analysis (62M40) Numerical computation using splines (65D07)

Review text

The paper considers a problem frequently met in practice: reconstructing stochastic processes or stochastic fields from their known values on a finite grid. This problem is stated and solved in a sufficiently general setting, obtaining practically important upper estimates for the error distribution arising when the stochastic field is approximated by generalized linear splines. Even in this simplest case, the tail of the distribution for the approximation error, normalized in an approximate way, is proved to decrease exponentially. A lower estimate is also obtained, the results providing a good basis of the statistical analysis for reconstructing stochastic processes from their known realizations on a finite grid, as well as by the Monte Carlo method.

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Cites work

• Extremes and related properties of random sequences and processes
• scientific article; zbMATH DE number 3723762 (Why is no real title available?)
• scientific article; zbMATH DE number 3296906 (Why is no real title available?)
• Limit Theorems for the Maximum Term in Stationary Sequences

Cited in

(4)

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• scientific article; zbMATH DE number 4034773 (Why is no real title available?)
• scientific article; zbMATH DE number 934545 (Why is no real title available?)
• A spectral approach to simulating intrinsic random fields with power and spline generalized covariances

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