Model accuracy and reliability of stochastic processes with discrete spectrum with respect to linear filter

zbMATH Open1340.60055MaRDI QIDQ3465161FDOQ3465161

Authors: Iryna Rozora 

Publication date: 20 January 2016

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zbMATH Keywords

simulationlinear filterdiscrete spectrumGaussian stationary processsquare-Gaussian process

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Cited In (8)

• Accuracy of modeling stationary Gaussian stochastic processes in \(L^ 2(0,T)\)
• Analysis of accuracy for simulation of the fractional Brownian motion in uniform metrics
• On the modeling of linear system input stochastic processes with given accuracy and reliability
• Title not available (Why is that?)
• Simulation of stochastic processes with given accuracy and reliability
• Simulation of Stochastic Processes with Given Reliability and Accuracy
• Modeling and Simulation of Stochastic Processes
• The development of software for simulation of random processes with a given accuracy and reliability

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