Authors:Bitter V.V., Kirillov D.S., Korob O.V., Orlov Y. N.
Construction algorithm of sample distribution function statistics for stochastic processes
Abstract:
The effective algorithm of construction horizon series for non-stationary stochastic process is described for the case of large number of initial data. The sample distribution functions of the process as of the horizon series are also constructed. The dependence of horizon series on the discrete number of meshes is considered.
Publication language:russian, pages:24
Research direction:
Mathematical modelling in actual problems of science and technics
