Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Simulation of random processes with known correlation function with the help of Karhunen-Loeve decomposition
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| Creator |
Moklyachuk, O.
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| Description |
A theorem is proved that allows to use approximations for construction of the Karhunen-Loeve model of stochastic process with known correlation function.
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| Date |
2009-11-24T15:32:42Z
2009-11-24T15:32:42Z 2007 |
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| Type |
Article
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| Identifier |
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.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4519 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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