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Proceedings of the Yerevan State University, series Physical and Mathematical Sciences, 1991, Issue 1, Pages 17–24
(Mi uzeru765)
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Mathematics
The quantization in time of sample functions of differentiable Gaussian processes
A. H. Simonian, V. R. Fatalov Yerevan State University, Faculty of Informatics and Applied Mathematics
Abstract:
In this paper algorithms of approximation of two classes of Gaussian stationary processes are suggested, when it is supposed that the sample functions are differentiable one time or two. In both cases asymptotic formulas for the approximating regression processes and for the variances of the processes of deviations are obtained. These results make possible to get recommendations on choosing the optimal step of quantization.
Received: 13.04.1990 Accepted: 15.07.1991
Citation:
A. H. Simonian, V. R. Fatalov, “The quantization in time of sample functions of differentiable Gaussian processes”, Proceedings of the YSU, Physical and Mathematical Sciences, 1991, no. 1, 17–24
Linking options:
https://www.mathnet.ru/eng/uzeru765 https://www.mathnet.ru/eng/uzeru/y1991/i1/p17
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| Statistics & downloads: |
| Abstract page: | 104 | | Full-text PDF : | 39 | | References: | 41 |
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