Fast simulation of self-similar and correlated processes (Q991165)
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scientific article; zbMATH DE number 5777754
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| English | Fast simulation of self-similar and correlated processes |
scientific article; zbMATH DE number 5777754 |
Statements
Fast simulation of self-similar and correlated processes (English)
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2 September 2010
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persistent correlations
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\(M/G/\infty \) process
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efficient on-line generation
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numerical examples
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computational complexity
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sequential pseudo-random number generator
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Gaussian self-similar time series
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0.8583175539970398
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0.8155910968780518
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0.8155910968780518
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0.8046402931213379
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0.7875522971153259
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