Troshki N. Simulation of random fields

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0415U005754

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

27-10-2015

Specialized Academic Board

26.001.37

Essay

Using the modified method of partition and randomization of the spectrum we constructed the models of Gaussian non-stationary stochastic processes and fields. Also we investigated conditions and estimations convergence of the models by probability in the spaces C(T) and $Lp (T)$.We find new bounds for Bessel functions; as well we obtained estimates of moments. We constructed model for a homogeneous and isotropic Gaussian random field that approximate it with a given reliability and accuracy in the spaces C(T) and . The conditions of convergence of the model of some shot noise processes by probability in the space C(T) are investigated.

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