ON ACCURACY OF SIMULATION OF GAUSSIAN STATIONARY PROCESSES IN L2([0, T])

YEVGEN TURCHYN

Theory of Stochastic Processes Vol. 12 (28), no. 3–4, 2006, pp. 255–260

A theorem about simulation of a Gaussian stochastic process with given accuracy and reliability in L2([0, T]) using wavelets has been proved.

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