Wavelet-based simulation of random processes from certain classes with given accuracy and reliability
Probability
2019-05-01 v1
Abstract
We consider stochastic processes which can be represented as where is a stationary strictly sub-Gaussian process and build a wavelet-based model that simulates with given accuracy and reliability in . A model for simulation with given accuracy and reliability in is also built for processes which can be represented as , where and are independent stationary strictly sub-Gaussian processes.
Keywords
Cite
@article{arxiv.1904.13384,
title = {Wavelet-based simulation of random processes from certain classes with given accuracy and reliability},
author = {Ievgen Turchyn},
journal= {arXiv preprint arXiv:1904.13384},
year = {2019}
}