Approximate spectral models of random processes with periodic properties

Alisa M. Medvyatskaya, Vasily A. Ogorodnikov

Research output: Contribution to journalArticlepeer-review


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 languageEnglish
Pages (from-to)353-360
Number of pages8
JournalRussian Journal of Numerical Analysis and Mathematical Modelling
Issue number6
Publication statusPublished - 1 Dec 2019


  • correlation function
  • Fourier series
  • Periodical correlated process
  • spectral density
  • spectral model


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