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.
| Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa.de:swb:ch1-200401266 |
| Date | 31 August 2004 |
| Creators | Kandler, Anne, Richter, Matthias, vom Scheidt, Jürgen, Starkloff, Hans-Jörg, Wunderlich, Ralf |
| Contributors | TU Chemnitz, Fakultät für Mathematik |
| Publisher | Universitätsbibliothek Chemnitz |
| Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
| Language | English |
| Detected Language | English |
| Type | doc-type:lecture |
| Format | application/pdf, text/plain, application/zip |
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