The quantization in time of sample functions of differentiable Gaussian processes
Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 1 (1991), pp. 17-24
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In this paper algorithms of approximation of two classes of Gaussian stationary processes are suggested, when it is supposed that the sample functions are differentiable one time or two. In both cases asymptotic formulas for the approximating regression processes and for the variances of the processes of deviations are obtained. These results make possible to get recommendations on choosing the optimal step of quantization.
@article{UZERU_1991_1_a2,
author = {A. H. Simonian and V. R. Fatalov},
title = {The quantization in time of sample functions of differentiable {Gaussian} processes},
journal = {Proceedings of the Yerevan State University. Physical and mathematical sciences},
pages = {17--24},
publisher = {mathdoc},
number = {1},
year = {1991},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/UZERU_1991_1_a2/}
}
TY - JOUR AU - A. H. Simonian AU - V. R. Fatalov TI - The quantization in time of sample functions of differentiable Gaussian processes JO - Proceedings of the Yerevan State University. Physical and mathematical sciences PY - 1991 SP - 17 EP - 24 IS - 1 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/UZERU_1991_1_a2/ LA - ru ID - UZERU_1991_1_a2 ER -
%0 Journal Article %A A. H. Simonian %A V. R. Fatalov %T The quantization in time of sample functions of differentiable Gaussian processes %J Proceedings of the Yerevan State University. Physical and mathematical sciences %D 1991 %P 17-24 %N 1 %I mathdoc %U http://geodesic.mathdoc.fr/item/UZERU_1991_1_a2/ %G ru %F UZERU_1991_1_a2
A. H. Simonian; V. R. Fatalov. The quantization in time of sample functions of differentiable Gaussian processes. Proceedings of the Yerevan State University. Physical and mathematical sciences, no. 1 (1991), pp. 17-24. http://geodesic.mathdoc.fr/item/UZERU_1991_1_a2/