Simulation of Stochastic Processes with Given Accuracy and Reliability

by Antonina M. Tegza , Iryna V. Rozora , Oleksandr O. Pogorilyak , Yuriy V. Kozachenko

Book Details

Format Hardback or Cased Book

ISBN-10 1785482173

ISBN-13 9781785482175

Publisher ISTE Press Ltd - Elsevier Inc

Imprint ISTE Press Ltd - Elsevier Inc

Country of Manufacture NL

Country of Publication GB

Publication Date Nov 24th, 2016

Print length 346 Pages

Weight 676 grams

Dimensions 23.90 x 15.90 x 2.20 cms

Product Classification: Probability & statistics Stochastics

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Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models. By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces. The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes. Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered.

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