Modeling of stochastic processes in $L_p(T)$ using orthogonal polynomials
Statistics Theory
2025-03-25 v1 Statistics Theory
Abstract
In this paper, models that approximate stochastic processes from the space with given reliability and accuracy in are considered for some specific functions . For processes that are decomposited in series using orthonormal bases, such models are constructed in the case where elements of such decomposition cannot be found explicitly.
Cite
@article{arxiv.2503.17532,
title = {Modeling of stochastic processes in $L_p(T)$ using orthogonal polynomials},
author = {Oleksandr Mokliachuk},
journal= {arXiv preprint arXiv:2503.17532},
year = {2025}
}