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Title: | Simulation of Stochastic Processes with Given Accuracy and Reliability |
Authors: | Козаченко, Юрій Васильович Погоріляк, Олександр Олександрович Розора, Ірина Василівна Тегза, Антоніна Михайлівна Kozachenko, Yuriy Pogorilyak, Oleksandr Rozora, Iryna Tegza, Antonina |
Keywords: | stochastic process, sub-Gaussian process, accuracy and reliability of modeling, orlicz space |
Issue Date: | 2016 |
Publisher: | ISTE Press Ltd, London and Elsevier Ltd, Kidlington, Oxford |
Citation: | Simulation of Stochastic Processes with Given Accuracy and Reliability: монографія/ Y.Kozachenko, O.Pogorilyak, I.Rozora, A.Tegza; editor Nikolaos Limnios. - London: ISTE Press Ltd, 2016. - 342 с. |
Abstract: | Different modeling Gaussian random processes using the theory of sub-Gaussian stochastic processes Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces.The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered. |
Description: | https://www.elsevier.com/books/simulation-of-stochastic-processes-with-given-accuracy-and-reliability/kozachenko/978-1-78548-217-5 |
Type: | Learning Object |
Publication type: | Монографія |
URI: | https://dspace.uzhnu.edu.ua/jspui/handle/lib/16583 |
ISBN: | 978-008-102-085-2 |
Appears in Collections: | Наукові публікації кафедри теорії ймовірностей і математичного аналізу |
Files in This Item:
File | Description | Size | Format | |
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kozachenko_yv_et_al_simulation_of_stochastic_processes_with.pdf | 3 MB | Adobe PDF | View/Open |
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