Approximate models of random processes and fields
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 3, pp. 558-566
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A class of models of stochastic processes and fields with a convex correlation function and a given one-dimensional distribution is constructed on the basis of stationary point flows. It is sometimes possible to improve successively the multi-dimensional distributions by using the summability of the realizations, the convergence being weak for non-negative processes. The convergence of approximate models of Gaussian fields, obtained by special randomization of the spectral resolution, is studied. The models can be realized quite easily on a computer.
@article{ZVMMF_1983_23_3_a4,
author = {G. A. Mikhailov},
title = {Approximate models of random processes and fields},
journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
pages = {558--566},
publisher = {mathdoc},
volume = {23},
number = {3},
year = {1983},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_3_a4/}
}
G. A. Mikhailov. Approximate models of random processes and fields. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 23 (1983) no. 3, pp. 558-566. http://geodesic.mathdoc.fr/item/ZVMMF_1983_23_3_a4/