Accuracy of Simulations of the Gaussian random processes with continuous spectrum
Yurii Kozachenko, Anatolii Pashko
COMPUTER MODELLING & NEW TECHNOLOGIES 2014 18(3) 7-12
Taras Shevchenko National University of Kyiv, Prospect Hlushkov, 4D, 03187 Kyiv, Ukraine
This paper investigates algorithms for the construction of sub-Gaussian models for the Gaussian stationary random processes with continuous spectrum. Estimates for random processes with analytical correlation functions retrieved and improved existing ones. Algorithms for simulation of random processes with given accuracy and reliability in various function spaces were constructed.