Gaussian stationary quasi Ornstein–Uhlenbeck process and its simulation.
Анотація
In the paper we apply representations of random processes in the form of random series with uncorrelated members, obtained in the work, for the construction of models of stochastic processes, which approximates the processes with given reliability and accuracy in spaces. Thus, the objective of the paper is to briefly discuss Gaussian stationary quasi OrnsteinUhlenbeck process and its simulation.
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