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1	Asymptotic Expansions for Second-Order Moments of Integral Functionals of Weakly Correlated Random Functions Scheidt, Jrgen vom, Starkloff, Hans-Jrg, Wunderlich, Ralf 30 October 1998 (has links) (PDF) In the paper asymptotic expansions for second-order moments of integral functionals of a class of random functions are considered. The random functions are assumed to be $\epsilon$-correlated, i.e. the values are not correlated excluding a $\epsilon$-neighbourhood of each point. The asymptotic expansions are derived for $\epsilon \to 0$. With the help of a special weak assumption there are found easier expansions as in the case of general weakly correlated functions. asymptotic expansions stationary random processes weakly correlated functions MSC 60G12 MSC 41A60 ddc:510
2	Simulation of Weakly Correlated Functions and its Application to Random Surfaces and Random Polynomials Fellenberg, Benno, Scheidt, Jürgen vom, Richter, Matthias 30 October 1998 (has links) (PDF) The paper is dedicated to the modeling and the simulation of random processes and fields. Using the concept and the theory of weakly correlated functions a consistent representation of sufficiently smooth random processes will be derived. Special applications will be given with respect to the simulation of road surfaces in vehicle dynamics and to the confirmation of theoretical results with respect to the zeros of random polynomials. stochastic simulation random processes random fields weakly correlated functions random polynomials MSC 65C05 MSC 60G35 ddc:510
3	Asymptotic Expansions for Second-Order Moments of Integral Functionals of Weakly Correlated Random Functions Scheidt, Jrgen vom, Starkloff, Hans-Jrg, Wunderlich, Ralf 30 October 1998 (has links) In the paper asymptotic expansions for second-order moments of integral functionals of a class of random functions are considered. The random functions are assumed to be $\epsilon$-correlated, i.e. the values are not correlated excluding a $\epsilon$-neighbourhood of each point. The asymptotic expansions are derived for $\epsilon \to 0$. With the help of a special weak assumption there are found easier expansions as in the case of general weakly correlated functions. info:eu-repo/classification/ddc/510 ddc:510 asymptotic expansions stationary random processes weakly correlated functions MSC 60G12 MSC 41A60
4	Simulation of Weakly Correlated Functions and its Application to Random Surfaces and Random Polynomials Fellenberg, Benno, Scheidt, Jürgen vom, Richter, Matthias 30 October 1998 (has links) The paper is dedicated to the modeling and the simulation of random processes and fields. Using the concept and the theory of weakly correlated functions a consistent representation of sufficiently smooth random processes will be derived. Special applications will be given with respect to the simulation of road surfaces in vehicle dynamics and to the confirmation of theoretical results with respect to the zeros of random polynomials. info:eu-repo/classification/ddc/510 ddc:510 stochastic simulation random processes random fields weakly correlated functions random polynomials MSC 65C05 MSC 60G35

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