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

Кафедра вычислительной математики ММФ

Результат исследования: Научные публикации в периодических изданиях › статья

Аннотация

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.

Язык оригинала	английский
Страницы (с-по)	353-360
Число страниц	8
Журнал	Russian Journal of Numerical Analysis and Mathematical Modelling
Том	34
Номер выпуска	6
DOI	https://doi.org/10.1515/rnam-2019-0030
Состояние	Опубликовано - 1 дек 2019

Доступ к документу

10.1515/rnam-2019-0030

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

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Approximate spectral models of random processes with periodic properties. / Medvyatskaya, Alisa M.; Ogorodnikov, Vasily A.

В: Russian Journal of Numerical Analysis and Mathematical Modelling, Том 34, № 6, 01.12.2019, стр. 353-360.

Результат исследования: Научные публикации в периодических изданиях › статья

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KW - spectral density

KW - spectral model

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