Modeling of stochastic processes in $L_p(T)$ using orthogonal polynomials
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arXiv
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| Format: | Preprint |
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2025
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| _version_ | 1866910888742617088 |
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| author | Mokliachuk, Oleksandr |
| author_facet | Mokliachuk, Oleksandr |
| contents | In this paper, models that approximate stochastic processes from the space $Sub_φ(Ω)$ with given reliability and accuracy in $L_p(T)$ are considered for some specific functions $φ(t)$. For processes that are decomposited in series using orthonormal bases, such models are constructed in the case where elements of such decomposition cannot be found explicitly. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_17532 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Modeling of stochastic processes in $L_p(T)$ using orthogonal polynomials Mokliachuk, Oleksandr Statistics Theory 60G07, 62M15, 46E30 In this paper, models that approximate stochastic processes from the space $Sub_φ(Ω)$ with given reliability and accuracy in $L_p(T)$ are considered for some specific functions $φ(t)$. For processes that are decomposited in series using orthonormal bases, such models are constructed in the case where elements of such decomposition cannot be found explicitly. |
| title | Modeling of stochastic processes in $L_p(T)$ using orthogonal polynomials |
| topic | Statistics Theory 60G07, 62M15, 46E30 |
| url | https://arxiv.org/abs/2503.17532 |