Simulation of Stochastic Processes with Given Accuracy and Reliability

Simulation has become an integral part of research and development across many fields of study, having evolved from a tool to a discipline in less than two decades. A large number of published materials in the field of simulation and modeling have appeared but none of them has studied the issue of accuracy and confidence level of constructed models. This book outlines new approaches and some modern methods of simulation of stochastic processes with given accuracy and reliability in some functional spaces. INDICE: 1. The distribution of the estimates for the norm of sub-Gaussian stochastic processes2. Simulation of Stochastic Processes that can be presented in the form of Series3. Simulation of Gaussian Stochastic Processes with respect to output processes of the system4. The Construction of the model of Gaussian stationary processes5. Reliability and Accuracy of the models for Gaussian Stationary random processes in the space6. Simulation of Gaussian stationary random processes with a certain accuracy and reliability7. Simulation of Cox random processes8. On the modeling of the Gaussian stationary processes with absolutely continuous spectrum9. Simulation of Gaussian Isotropic Random Fields on sphere

• ISBN: 978-1-78548-217-5
• Editorial: ISTE Press - Elsevier
• Encuadernacion: Cartoné
• Páginas: 200
• Fecha Publicación: 01/12/2016
• Nº Volúmenes: 1
• Idioma: Inglés