On the modeling of stationary sequences using the inverse distribution function
Sibirskie èlektronnye matematičeskie izvestiâ, Tome 19 (2022) no. 2, pp. 502-516

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We study a method for modeling stationary sequences, which is implemented generally speaking by a nonlinear transformation of Gaussian noise. The paper establishes limit theorems in the metric space $D[0,1]$ for normalized processes of partial sums of sequences obtained as a result of the mentioned Gaussian noise transformation. Application of this method for simulating function words in fiction is investigated.
Keywords: modeling of stationary processes, long-range dependence, limit theorems, function words in fiction.
N. S. Arkashov. On the modeling of stationary sequences using the inverse distribution function. Sibirskie èlektronnye matematičeskie izvestiâ, Tome 19 (2022) no. 2, pp. 502-516. http://geodesic.mathdoc.fr/item/SEMR_2022_19_2_a17/
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