Modelling of stochastic processes and fields

MaRDI QIDQ3511471zbMATH OpenFDO

Authors A. O. Pashko, Iryna Rozora, Yu. V. Kozachenko

Publication date 11 July 2008

zbMATH Keywords

expansion in Fourier seriesexpansion of stochastic processGaussian random fieldGaussian random processKarhunen-Loève expansionsimulationsub-Gaussian random processsupremum distribution

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) General theory of stochastic processes (60G07) Gaussian processes (60G15)

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Cited in

(25)

• On the modeling of linear system input stochastic processes with given accuracy and reliability
• Simulation of Gaussian stationary Ornstein-Uhlenbeck process with given reliability and accuracy in space \(C([0,T])\)
• Mathematical modeling of non-Gaussian nonergodic stochastic fields with complex spatial structure
• Simulation of generalized fractional Brownian motion in \(C([0,T])\)
• Simulation of a strictly sub-Gaussian random field
• On one way of modeling a stochastic process with given accuracy and reliability
• Statistical modelling of a 3D random field by using the Kotelnikov-Shannon decomposition
• Accuracy and reliability of a model for a Gaussian homogeneous and isotropic random field in the space \(L_{p}(\mathbb{T})\), \(p\geq1\)
• Cross-correlogram estimators of impulse response functions
• Simulation of a fractional Brownian motion in the space \(L_p([0,T])\)
• Accuracy and reliability of a model of an isotropic and homogeneous Gaussian random field in the space $C(\mathbb {T})$
• Approximate models of stochastic processes and fields
• A multiplicative wavelet-based model for simulation of a random process
• scientific article; zbMATH DE number 3930048 (Why is no real title available?)
• scientific article; zbMATH DE number 1537444 (Why is no real title available?)
• Statistical hypothesis testing for the shape of impulse response function
• scientific article; zbMATH DE number 1381085 (Why is no real title available?)
• scientific article; zbMATH DE number 2118844 (Why is no real title available?)
• Modelling of log strictly sub-Gaussian Cox processes.
• Stochastic Processes: Fundamentals and Emerging Applications
• Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process
• -sub-Gaussian random processes
• Upper bounds for supremums of the norms of the deviation between a homogeneous isotropic random field and its model
• Approximation of $\operatorname {SSub}_{\varphi }(\Omega )$ stochastic processes in the space $L_{p}(\mathbb {T})$
• On statistical properties of the estimator of impulse response function

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