Approximate spectral models of random processes with periodic properties

Alisa M. Medvyatskaya; Vasily A. Ogorodnikov

doi:10.1515/rnam-2019-0030

Approximate spectral models of random processes with periodic properties

Alisa M. Medvyatskaya, Vasily A. Ogorodnikov

Computational Mathematics Section

Research output: Contribution to journal › Article › peer-review

Abstract

We consider approaches to simulation of periodically correlated random processes based on the nonstandard spectral representation of the process with parameters periodically varying in time and also on spectral representations using the vector stationary Gaussian processes.

Original language	English
Pages (from-to)	353-360
Number of pages	8
Journal	Russian Journal of Numerical Analysis and Mathematical Modelling
Volume	34
Issue number	6
DOIs	https://doi.org/10.1515/rnam-2019-0030
Publication status	Published - 1 Dec 2019

Keywords

correlation function
Fourier series
Periodical correlated process
spectral density
spectral model

Access to Document

10.1515/rnam-2019-0030

Cite this

@article{0ef694e4806e4b3b96e26efc51b46096,

title = "Approximate spectral models of random processes with periodic properties",

abstract = "We consider approaches to simulation of periodically correlated random processes based on the nonstandard spectral representation of the process with parameters periodically varying in time and also on spectral representations using the vector stationary Gaussian processes.",

keywords = "correlation function, Fourier series, Periodical correlated process, spectral density, spectral model",

author = "Medvyatskaya, {Alisa M.} and Ogorodnikov, {Vasily A.}",

year = "2019",

month = dec,

day = "1",

doi = "10.1515/rnam-2019-0030",

language = "English",

volume = "34",

pages = "353--360",

journal = "Russian Journal of Numerical Analysis and Mathematical Modelling",

issn = "0927-6467",

publisher = "Walter de Gruyter GmbH",

number = "6",

}

TY - JOUR

T1 - Approximate spectral models of random processes with periodic properties

AU - Medvyatskaya, Alisa M.

AU - Ogorodnikov, Vasily A.

PY - 2019/12/1

Y1 - 2019/12/1

N2 - We consider approaches to simulation of periodically correlated random processes based on the nonstandard spectral representation of the process with parameters periodically varying in time and also on spectral representations using the vector stationary Gaussian processes.

AB - We consider approaches to simulation of periodically correlated random processes based on the nonstandard spectral representation of the process with parameters periodically varying in time and also on spectral representations using the vector stationary Gaussian processes.

KW - correlation function

KW - Fourier series

KW - Periodical correlated process

KW - spectral density

KW - spectral model

UR - http://www.scopus.com/inward/record.url?scp=85078087332&partnerID=8YFLogxK

U2 - 10.1515/rnam-2019-0030

DO - 10.1515/rnam-2019-0030

M3 - Article

AN - SCOPUS:85078087332

VL - 34

SP - 353

EP - 360

JO - Russian Journal of Numerical Analysis and Mathematical Modelling

JF - Russian Journal of Numerical Analysis and Mathematical Modelling

SN - 0927-6467

IS - 6

ER -

Approximate spectral models of random processes with periodic properties

Abstract

Keywords

Access to Document

Other files and links

Fingerprint

Cite this