Modelling with given reliability and accuracy in the space $L_p(T)$ of stochastic processes from $Sub_φ(Ω)$ decomposable in series with independent elements
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arXiv
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866915273288712192 |
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| author | Mokliachuk, Oleksandr |
| author_facet | Mokliachuk, Oleksandr |
| contents | Models that approximate stochastic processes from $Sub_φ(Ω)$ with given reliability and accuracy in $L_p(T)$ for some given $φ(t)$ are considered. We also study construction of models of processes which can be decomposed into series with approximate elements. Karhunen-Lo{è}ve model is considered as an example of the application of the proposed construction. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2505_02302 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Modelling with given reliability and accuracy in the space $L_p(T)$ of stochastic processes from $Sub_φ(Ω)$ decomposable in series with independent elements Mokliachuk, Oleksandr Probability Statistics Theory Primary: 60G07, Secondary: 62M15, 46E30 Models that approximate stochastic processes from $Sub_φ(Ω)$ with given reliability and accuracy in $L_p(T)$ for some given $φ(t)$ are considered. We also study construction of models of processes which can be decomposed into series with approximate elements. Karhunen-Lo{è}ve model is considered as an example of the application of the proposed construction. |
| title | Modelling with given reliability and accuracy in the space $L_p(T)$ of stochastic processes from $Sub_φ(Ω)$ decomposable in series with independent elements |
| topic | Probability Statistics Theory Primary: 60G07, Secondary: 62M15, 46E30 |
| url | https://arxiv.org/abs/2505.02302 |