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Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition
Репозиторій DSpace/Manakin
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Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition
Посилання:
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition / O. Moklyachuk // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 4. — С. 163–169. — Бібліогр.: 3 назв.— англ.
Дата:
2007
Переглядів:
892
Завантажень:
600
Анотація:
A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function.
