Simulation of stationary random sequences

MaRDI QIDQ5325022zbMATH OpenFDO

Authors O. I. Vasylyk, T. O. Yanevich, Yu. V. Kozachenko

Publication date 8 August 2009

zbMATH Keywords

\(\varphi\)-sub-Gausssian random variablesimulationstationary random sequence

Mathematics Subject Classification ID

Stationary stochastic processes (60G10) Gaussian processes (60G15)

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