Modelling with given reliability and accuracy in the space L_p(T) of stochastic processes from Sub_() decomposable in series with independent elements
Models that approximate stochastic processes from \(\mathrm{Sub}_{\phi}(\Omega)\) with given reliability and accuracy in the space \(L_p(T)\) for some given \(\phi(t)\) are investigated. The construction of models of the processes which can be decomposed into series \(X(t)=\sum_{k=1}^{\infty}\xi_k a_k(t)\), with independent elements \(\xi_k\), \(\xi_k\in \mathrm{Sub}_{\phi}(\Omega)\), is presented in the form \(X_N(t)=\sum_{k=1}^{N}\xi_k\hat{ a}_k(t)\), where \(\hat{ a}_k(t)\), \(k=1,\dots,N\), approximate \({ a}_k(t)\) with a given accuracy. The Karhunen-Loéve model is considered as an example of application for the proposed construction.
- scientific article; zbMATH DE number 2169742
- Accuracy and reliability of models of stochastic processes of the space \(\text{Sub}_{\varphi}(\Omega)\)
- Conditions for finding a model of a stochastic process with given accuracy and reliability in the space \(C[0,T]\).
- Construction models of Gaussian random processes with a given accuracy and reliability in L_p(T), p 1
- scientific article; zbMATH DE number 2169337
- scientific article; zbMATH DE number 2169337 (Why is no real title available?)
- scientific article; zbMATH DE number 2169742 (Why is no real title available?)
- Conditions for finding a model of a stochastic process with given accuracy and reliability in the space \(C[0,T]\).
- Accuracy and reliability of models of stochastic processes of the space \(\text{Sub}_{\varphi}(\Omega)\)
- Quasi-Banach Spaces of Random Variables and Modeling of Stochastic Processes
- On modelling of Gaussian process with accuracy and reliability in the space \(L_p[0,T]\)
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