| DC Field | Value | Language |
|---|
| dc.contributor.author | Pashko, Anatolii | - |
| dc.date.accessioned | 2018-04-11T12:45:55Z | - |
| dc.date.available | 2018-04-11T12:45:55Z | - |
| dc.date.issued | 2016 | - |
| dc.identifier.citation | Pashko A. Comparative analysis of simulation methods of the fractional brownian motion / Anatolii Pashko // Litteris et Artibus : proceedings of the 6th International youth science forum, November 24–26, 2016, Lviv, Ukraine / Lviv Polytechnic National University. – Lviv : Lviv Polytechnic Publishing House, 2016. – P. 77–80. – Bibliography: 7 titles. | uk_UA |
| dc.identifier.uri | https://ena.lpnu.ua/handle/ntb/40256 | - |
| dc.description.abstract | This paper analyzes the statistical simulation algorithms of generalized Wiener process and increases of the generalized Wiener process. Models built with specified accuracy and reliability in space ( ) 2 L T . To build statistical models we use various spectral representation of random processes – namely in the series and as integrals. The advantages and disadvantages of each representations was compared. | uk_UA |
| dc.language.iso | en | uk_UA |
| dc.publisher | Lviv Polytechnic Publishing House | uk_UA |
| dc.subject | Gaussian random processes | uk_UA |
| dc.subject | simulation | uk_UA |
| dc.subject | model accuracy | uk_UA |
| dc.subject | reliability models | uk_UA |
| dc.subject | generalized Wiener process | uk_UA |
| dc.subject | random process with independent increments | uk_UA |
| dc.subject | processes with stationary increments | uk_UA |
| dc.subject | spectral representation | uk_UA |
| dc.title | Comparative analysis of simulation methods of the fractional brownian motion | uk_UA |
| dc.type | Conference Abstract | uk_UA |
| dc.contributor.affiliation | Taras Shevchenko National University of Kyiv | uk_UA |
| dc.coverage.country | UA | uk_UA |
| dc.format.pages | 77-80 | - |
| dc.relation.referencesen | [1] K. O. Dzhaparidze, J.H. Zanten, A seriesexpansionoffractionalBrownianmotion. CWI. Probability, NetworksandAlgorithms, R0216. [2] А. О. Пашко, Оцінка точності моделювання узагальненого вінерівського процесу. Науковий вісник Ужгородського університету. Серія: мате- матика і інформатика. 2014. Вип. 25, № 1. - С. 106-113. [3] V. V. Buldygin, Yu. V. Kozachenko, Metric characterization of random variables and random processes. Amer. Math. Soc., Providence, RI, pp 260. [4] А. О. Пашко, Точність моделювання субгауссо- вих вінерівських процесів в рівномірній метриці. Журнал обчислювальної та прикладної математики. 2015. № 3(120). - С.160–169. [5] S. M. Prigarin, Numerical Modelling of Random Processes and Fields. Novosibirsk, pp 259. [6] Yu. V. Kozachenko, A.A. Pashko, Accuracy of Simulation of the Gaussian random processes with continuous spectrum. Computer Modelling and New Technologies. 2014.Vol.18, №3. — P. 7–12. [7] Yu. V. Kozachenko, A. A. Pashko, Simulation of random processes. Kyiv: T. Shevchenko University, pp 224. | uk_UA |
| dc.citation.conference | Litteris et Artibus | - |
| dc.coverage.placename | Lviv | uk_UA |
| Appears in Collections: | Litteris et Artibus. – 2016 р.
|
