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