A multiplicative wavelet-based model for simulation of a random process

DOI10.15559/15-VMSTA33MaRDI QIDQ340790zbMATH OpenOpenAlexFDO

Authors Ievgen Turchyn

Publication date 15 November 2016

Published in Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.15559/15-vmsta33

zbMATH Keywords

simulationmultiplicative wavelet-based representationsecond-order centered random processessub-Gaussian random processes

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Probabilistic models, generic numerical methods in probability and statistics (65C20) Functional limit theorems; invariance principles (60F17) General second-order stochastic processes (60G12)

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Cites work

• scientific article; zbMATH DE number 949374 (Why is no real title available?)
• scientific article; zbMATH DE number 1433619 (Why is no real title available?)
• Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
• Modelling of stochastic processes and fields
• Properties of some random series
• Simulation methodology - an introduction for queueing theorists
• Simulation of Cox processes driven by random Gaussian field
• Simulation of a strictly sub-Gaussian random field
• Simulation of sub-Gaussian processes using wavelets
• Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach
• Wavelets, approximation, and statistical applications

Cited in

(4)

• Wavelet-based simulation of \(\varphi\)-sup-Gaussian stochastic processes with given accuracy and reliability
• ON OPTIMAL WAVELET BASES FOR THE REALIZATION OF MICROCANONICAL CASCADE PROCESSES
• Approximate wavelet-based simulation of long memory processes
• Wavelet-based simulation of random processes from certain classes with given accuracy and reliability

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