### APPROXIMATION OF RANDOM PROCESSES BY CUBIC SPLINES

**OLEXANDRA KAMENSCHYKOVA**

*Theory of Stochastic Processes*

*Vol.14 (30), no.3-4, 2008, pp.53-66*

Approximation of some classes of random processes by cubic splines with given accuracy and reliability is considered. Estimations of deviation of approximating spline from original process are obtained. A few examples of approximation are considered. Application of splines for simulation of processes is also studied.

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