Moklyachuk O. Modeling of stochastic processes from K-spaces of random variables

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0411U007398

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

19-12-2011

Specialized Academic Board

Д 26.001.37

Taras Shevchenko National University of Kyiv

Essay

In this thesis D(V,W)-spaces of random variables are introduced. A method of building a model of a stochastic process from D(V,W) spaces with given accuracy and reliability is constructed. Besides, we consider phi-sub-Gaussian stochastic processes and study models of these processes which decomposition in series has elements that cannot be found explicitly. We prove theorems for building models of such stochastic processes in spaces Lp(0,T) and C(0,T) with given reliability and accuracy.We study influence of using of computational methods on accuracy and reliability of received model.

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