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Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki, 1983, Volume 23, Number 3, Pages 558–566
(Mi zvmmf5567)
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This article is cited in 9 scientific papers (total in 10 papers)
Approximate models of random processes and fields
G. A. Mikhailov Novosibirsk
Abstract:
A class of models of stochastic processes and fields with a convex correlation function and a given one-dimensional distribution is constructed on the basis of stationary point flows. It is sometimes possible to improve successively the multi-dimensional distributions by using the summability of the realizations, the convergence being weak for non-negative processes. The convergence of approximate models of Gaussian fields, obtained by special randomization of the spectral resolution, is studied. The models can be realized quite easily on a computer.
Received: 25.06.1981 Revised: 05.01.1982
Citation:
G. A. Mikhailov, “Approximate models of random processes and fields”, Zh. Vychisl. Mat. Mat. Fiz., 23:3 (1983), 558–566; U.S.S.R. Comput. Math. Math. Phys., 23:3 (1983), 28–33
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https://www.mathnet.ru/eng/zvmmf5567 https://www.mathnet.ru/eng/zvmmf/v23/i3/p558
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