NDLTD Global ETD Search
  • Refine Query
  • Source
  • Publication year
  • to
  • Language
  • 2
  • Tagged with
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 2
  • 1
  • 1
  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

Search results

Showing 1 to 2 of 2 (0.051 seconds)

Spelling suggestions: "subject:"noncorrelated process"" "subject:"chronocorrelated process""

1

Moving-Average approximations of random epsilon-correlated processes

Kandler, Anne, Richter, Matthias, vom Scheidt, Jürgen, Starkloff, Hans-Jörg, Wunderlich, Ralf 31 August 2004 (has links) (PDF)
The paper considers approximations of time-continuous epsilon-correlated random processes by interpolation of time-discrete Moving-Average processes. These approximations are helpful for Monte-Carlo simulations of the response of systems containing random parameters described by epsilon-correlated processes. The paper focuses on the approximation of stationary epsilon-correlated processes with a prescribed correlation function. Numerical results are presented.
Monte-Carlo simulation
Moving-Average process
epsilon-correlated process
integral functional
stationary process
ddc:510
2

Moving-Average approximations of random epsilon-correlated processes

Kandler, Anne, Richter, Matthias, vom Scheidt, Jürgen, Starkloff, Hans-Jörg, Wunderlich, Ralf 31 August 2004 (has links)
The paper considers approximations of time-continuous epsilon-correlated random processes by interpolation of time-discrete Moving-Average processes. These approximations are helpful for Monte-Carlo simulations of the response of systems containing random parameters described by epsilon-correlated processes. The paper focuses on the approximation of stationary epsilon-correlated processes with a prescribed correlation function. Numerical results are presented.
info:eu-repo/classification/ddc/510
ddc:510
Monte-Carlo simulation
Moving-Average process
epsilon-correlated process
integral functional
stationary process

Page generated in 0.0543 seconds