Simulation of sub-Gaussian processes using wavelets

Turchyn Yevgen V. ()
Additional contact information
Turchyn Yevgen V.: Department of Statistics and Probability Theory, Mechanics and Mathematics Faculty, Dnipropetrovsk National University, Gagarin av. 72, Dnipropetrovsk, Ukraine.

Monte Carlo Methods and Applications, 2011, vol. 17, issue 3, 215-231

Abstract: A wavelet-based method for simulation of strictly sub-Gaussian processes with given accuracy and reliability in C([0, T]) is proposed.

Keywords: Sub-Gaussian processes; simulation; wavelets (search for similar items in EconPapers)
Date: 2011
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1515/mcma.2011.010 (text/html)
For access to full text, subscription to the journal or payment for the individual article is required.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bpj:mcmeap:v:17:y:2011:i:3:p:215-231:n:2

Ordering information: This journal article can be ordered from
https://www.degruyter.com/journal/key/mcma/html

DOI: 10.1515/mcma.2011.010

Access Statistics for this article

Monte Carlo Methods and Applications is currently edited by Karl K. Sabelfeld

More articles in Monte Carlo Methods and Applications from De Gruyter
Bibliographic data for series maintained by Peter Golla ().