Estimation of Accuracy and Reliability of Models of φ-sub-Gaussian Stochastic Processes in Spaces
Copyright policy )Estimation of Accuracy and Reliability of Models of φ-sub-Gaussian Stochastic Processes in Spaces
At present, in the theory of stochastic process modeling a problem of assessment of reliability and accuracy of stochastic process model in $C(T)$ space wasn't studied for the case of implicit decomposition of process in the form of a series with independent terms. The goal is to study reliability and accuracy in $C(T)$ of models of processes from $Sub_φ(Ω)$ that cannot be decomposed in a series with independent elements explicitly. Using previous research in the field of modeling of stochastic processes, assumption is considered about possibility of decomposition of a stochastic process in the series with independent elements that can be found using approximations. Impact of approximation error of process decomposition in series with independent elements on reliability and accuracy of modeling of stochastic process in $C(T)$ is studied. Theorems are proved that allow estimation of reliability and accuracy of a model in $C(T)$ of a stochastic process from $Sub_φ(Ω)$ in the case when decomposition of this process in a series with independent elements can be found only with some error, for example, using numerical approximations.
Reliability and accuracy of models of stochastic processes, случайные процессы, Science, Mathematics - Statistics Theory, Случайные процессы; φ-суб-Гауссовские процессы; Модели случайных процессов; Точность и надежность моделирования случайных процессов, TP1-1185, Statistics Theory (math.ST), Models of stochastic processes, Випадкові процеси; φ-суб-Гауссові процеси; Моделі випадкових процесів; Точність і надійність моделювання випадкових процесів, Теоретические и прикладные проблемы математики, моделі випадкових процесів, Stochastic processes, φ-суб-Гауссовские процессы, FOS: Mathematics, випадкові процеси, φ-sub-Gaussian processes, φ-суб-Гауссові процеси, точность и надежность моделирования случайных процессов, Chemical technology, Q, точність і надійність моделювання випадкових процесів, 60G07, 62M15, 46E30, Stochastic processes; φ-sub-Gaussian processes; Models of stochastic processes; Reliability and accuracy of models of stochastic processes, Theoretical and applied problems of mathematics, модели случайных процессов, Теоретичні та прикладні проблеми математики
Reliability and accuracy of models of stochastic processes, случайные процессы, Science, Mathematics - Statistics Theory, Случайные процессы; φ-суб-Гауссовские процессы; Модели случайных процессов; Точность и надежность моделирования случайных процессов, TP1-1185, Statistics Theory (math.ST), Models of stochastic processes, Випадкові процеси; φ-суб-Гауссові процеси; Моделі випадкових процесів; Точність і надійність моделювання випадкових процесів, Теоретические и прикладные проблемы математики, моделі випадкових процесів, Stochastic processes, φ-суб-Гауссовские процессы, FOS: Mathematics, випадкові процеси, φ-sub-Gaussian processes, φ-суб-Гауссові процеси, точность и надежность моделирования случайных процессов, Chemical technology, Q, точність і надійність моделювання випадкових процесів, 60G07, 62M15, 46E30, Stochastic processes; φ-sub-Gaussian processes; Models of stochastic processes; Reliability and accuracy of models of stochastic processes, Theoretical and applied problems of mathematics, модели случайных процессов, Теоретичні та прикладні проблеми математики
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