Properties of some random series

DOI10.1080/03610926.2011.581188MaRDI QIDQ2890098zbMATH OpenOpenAlexFDO

Authors Iryna Rozora, Yevgen V. Turchyn, Yu. V. Kozachenko

Publication date 8 June 2012

Published in Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2011.581188

zbMATH Keywords

random functional seriessimulation of stochastic processesuniform convergence with probability one

Mathematics Subject Classification ID

General second-order stochastic processes (60G12) Gaussian processes (60G15)

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Cites work

• A Matrix-Valued Wavelet KL-Like Expansion for Wide-Sense Stationary Random Processes
• A method for studying the variance of weight estimates in numerical statistical modeling
• Gaussian stationary processes: Adaptive wavelet decompositions, discrete approximations, and their convergence
• scientific article; zbMATH DE number 3139051 (Why is no real title available?)
• scientific article; zbMATH DE number 43502 (Why is no real title available?)
• scientific article; zbMATH DE number 949374 (Why is no real title available?)
• scientific article; zbMATH DE number 1433619 (Why is no real title available?)
• On an expansion of random processes in series
• Wavelet-based simulation of fractional Brownian motion revisited

Cited in

(14)

• On series with random signs
• On the modeling of linear system input stochastic processes with given accuracy and reliability
• Asymptotic property for some series of probability
• Simulation of a strictly sub-Gaussian random field
• On one way of modeling a stochastic process with given accuracy and reliability
• A multiplicative wavelet-based model for simulation of a random process
• scientific article; zbMATH DE number 5159448 (Why is no real title available?)
• Approximate series representations of linear operations on second-order stochastic processes: application to Simulation
• scientific article; zbMATH DE number 4100297 (Why is no real title available?)
• Classification and simulation of random harmonic processes based on SHCS-series
• Construction of the Karhunen-Loève model for an input Gaussian process in a linear system by using the output process
• On an expansion of random processes in series
• On statistical properties of the estimator of impulse response function
• On convergence of the uniform norm and approximation for stochastic processes from the space \(\mathbf{F}_\psi (\Omega)\)

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