Estimates of distributions of functionals from the module of stationary gaussian proper complex random processes.

Authors

  • Maryna Petranova Vasyl’ Stus Donetsk National University
  • Yu.V. Kozachenko Vasyl’ Stus Donetsk National University

Abstract

This work deals with complex random processes which are one of the most important generalizations of the concept of random process. We presented results of estimates of distributions of functionals from the module of stationary Gaussian proper complex random processes are obtained.

Author Biographies

Maryna Petranova, Vasyl’ Stus Donetsk National University

3d year postgraduate student, Faculty of Mathematics and Information Technology, Specialism “Probability and Mathematical Statistics”

Yu.V. Kozachenko, Vasyl’ Stus Donetsk National University

Doctor of Science in Physics and Mathematics, Prof.

References

Petranova M. Simulation of Gaussian stationary quasi Ornstein–Uhlenbeck process with given reliability and accuracy in spaces C([0,T]) and Lp([0,T]) / M. Petranova. // Journal of Applied Mathematics and Statistics. – 2016. – vol. 3, no. 1. – 144–158pp.

Simulation of Stochastic Processes with Given Accuracy and Reliability / Y.Kozachenko, O. Pogorilyak, I. Rozora, A. Tegza. – Elsevier: ISTE Press, 2016.

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Issue

2017

Section

Physics, chemical and mathematical sciences