A multiplicative wavelet-based model for simulation of a random process
DOI10.15559/15-VMSTA33zbMATH Open1352.60053OpenAlexW1492915542MaRDI QIDQ340790FDOQ340790
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
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simulationmultiplicative wavelet-based representationsecond-order centered random processessub-Gaussian random processes
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)
Cites Work
- Simulation methodology - an introduction for queueing theorists
- Wavelets, approximation, and statistical applications
- Boundary-Value problems with random initial conditions and functional series from subφ (Ω). I
- Title not available (Why is that?)
- Simulation of a strictly sub-Gaussian random field
- Simulation of weakly self-similar stationary increment \(\mathbf{Sub}_\varphi(\Omega)\)-processes: A series expansion approach
- Properties of some random series
- Simulation of sub-Gaussian processes using wavelets
- Modelling of stochastic processes and fields
- Title not available (Why is that?)
- Simulation of Cox processes driven by random Gaussian field
Cited In (4)
- Wavelet-based simulation of \(\varphi\)-sup-Gaussian stochastic processes with given accuracy and reliability
- Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
- Approximate wavelet-based simulation of long memory processes
- ON OPTIMAL WAVELET BASES FOR THE REALIZATION OF MICROCANONICAL CASCADE PROCESSES
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