On sampling of stationary increment processes (Q1769422)
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| English | On sampling of stationary increment processes |
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On sampling of stationary increment processes (English)
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21 March 2005
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A stochastic process \(\xi\) with stationary increments is considered. Under some conditions the author finds the rate at which \(\xi\) should be sampled, for the sampled process to deviate from \(\xi\) by at most \(\varepsilon ,\) with a given probability. Conditions and applications in computer simulation of stochastic processes are discussed. Two examples for \(\alpha\)-stable motions are given.
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fractional stable motion
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Lévy process
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sampling
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self-similar process
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stable process
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0.96006215
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0.9380297
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0.9162092
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0.90763783
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0.8984096
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0.8961391
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