Институт вычислительной математики и математической геофизики СОРАН

Abstracts

Статистическое моделирование и методы Монте-Карло

Simulation of sub-Gaussian random fields

Pashko A.A.

European University (Kyiv)

The algorithm of random fields model construction is considered. Random fields are represented as stochastic integrals. The basic definitions are given, estimations of modeling accuracy were done in metrics of different functional spaces. All results are valid for Gaussian random fields.

Note. Abstracts are published in author's edition

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