Moving-Average approximations of random epsilon-correlated processes
The paper considers approximations of time-continuous epsilon-correlated random processes by interpolation of time-discrete Moving-Average processes. These approximations are helpful for Monte-Carlo simulations of the response of systems containing random parameters described by epsilon-correlated...
Main Authors: | , , , , |
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Language: | English |
Published: |
Technische Universität Chemnitz
2004
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Subjects: | |
Online Access: | http://nbn-resolving.de/urn:nbn:de:swb:ch1-200401266 https://monarch.qucosa.de/id/qucosa%3A18205 https://monarch.qucosa.de/api/qucosa%3A18205/attachment/ATT-0/ https://monarch.qucosa.de/api/qucosa%3A18205/attachment/ATT-1/ |