Rozora I. Simulation of stochastic processes and fields with given accuracy and reliability

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0405U003553

Thesis Registration Form

0405U003553.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

26-09-2005

Specialized Academic Board

Д26.001.37

Essay

The estimations for supremum distribution of phi-subgaussian stochastic processes are obtained. The models, which approximates stationary stochastic processes with discrete spectrum with given accuracy and reliability in different functional spaces, are constructed. For square-gaussian processes the estimation of supremum distribution is found. For gaussian stochastic processes the models are constructed in such way that the model functional approximates the process functional with given accuracy and reliability.

Read more

Files

Dis.pdf

aref.doc

Similar theses

0524U000059

Vitalii V. Holomozyi

Ergodicity and stability of almost homogeneous Markov chains

0521U101910

Shklyar Serhiy V.

Measurement error models and their application in radioepidemiology

0421U101330

Petranova Maryna Yu.

Random Gaussian processes with stable correlation functions

0421U100920

Senko Ivan O.

Asymptotic properties of adjusted least squares estimator in vector linear model with errors-in-variables

0421U100942

Vovchanskyi Volodymyr Ya.

Coalescing stochastic flows and point processes