Spelling suggestions: "subject:"noncorrelated process"" "subject:"chronocorrelated process""
1 |
Moving-Average approximations of random epsilon-correlated processesKandler, 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.
|
2 |
Moving-Average approximations of random epsilon-correlated processesKandler, 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.
|
Page generated in 0.081 seconds