Approximation of random processes by cubic splines

Домашня сторінка
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Фізико-технічні та математичні науки
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Відділення математики
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Theory of Stochastic Processes
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Theory of Stochastic Processes, 2008 (Volume 14 (30))
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Theory of Stochastic Processes, 2008, № 3-4
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Approximation of random processes by cubic splines

URI: http://dspace.nbuv.gov.ua/handle/123456789/4568

Посилання: Approximation of random processes by cubic splines / O. Kamenschykova // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 3-4. — С. 53-66. — Бібліогр.: 7 назв.— англ.

Дата: 2008

Завантажень: 682

Approximation of random processes by cubic splines

Анотація:

Approximation of some classes of random processes by cubic splines with given accuracy and reliability is considered. Estimations of deviation of approximating spline from original process are obtained. A few examples of approximation are considered. Application of splines for simulation of processes is also studied.

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