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 › рецензирование

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

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10.1515/rnam-2019-0030

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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",

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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 › рецензирование

TY - JOUR

T1 - Approximate spectral models of random processes with periodic properties

AU - Medvyatskaya, Alisa M.

AU - Ogorodnikov, Vasily A.

PY - 2019/12/1

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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

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DO - 10.1515/rnam-2019-0030

M3 - Article

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EP - 360

JO - Russian Journal of Numerical Analysis and Mathematical Modelling

JF - Russian Journal of Numerical Analysis and Mathematical Modelling

SN - 0927-6467

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Approximate spectral models of random processes with periodic properties

Аннотация

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