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Moving-Average approximations of random epsilon-correlated processes

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.

Identiferoai:union.ndltd.org:DRESDEN/oai:qucosa.de:swb:ch1-200401266
Date31 August 2004
CreatorsKandler, Anne, Richter, Matthias, vom Scheidt, Jürgen, Starkloff, Hans-Jörg, Wunderlich, Ralf
ContributorsTU Chemnitz, Fakultät für Mathematik
PublisherUniversitätsbibliothek Chemnitz
Source SetsHochschulschriftenserver (HSSS) der SLUB Dresden
LanguageEnglish
Detected LanguageEnglish
Typedoc-type:lecture
Formatapplication/pdf, text/plain, application/zip

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