Skip to main content

Save up to 30% on Elsevier print and eBooks with free shipping. No promo code needed.

Save up to 30% on print and eBooks.

Simulation of Stochastic Processes with Given Accuracy and Reliability

1st Edition - November 22, 2016

Authors: Yuriy V. Kozachenko, Oleksandr O. Pogorilyak, Iryna V. Rozora, Antonina M. Tegza

Language: English
Hardback ISBN:
9 7 8 - 1 - 7 8 5 4 8 - 2 1 7 - 5
eBook ISBN:
9 7 8 - 0 - 0 8 - 1 0 2 0 8 5 - 2

Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and mo… Read more

Simulation of Stochastic Processes with Given Accuracy and Reliability

Purchase options

LIMITED OFFER

Save 50% on book bundles

Immediately download your ebook while waiting for your print delivery. No promo code is needed.

Institutional subscription on ScienceDirect

Request a sales quote

Simulation has now become an integral part of research and development across many fields of study. Despite the large amounts of literature in the field of simulation and modeling, one recurring problem is the issue of accuracy and confidence level of constructed models.
By outlining the new approaches and modern methods of simulation of stochastic processes, this book provides methods and tools in measuring accuracy and reliability in functional spaces.
The authors explore analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processes and Cox processes.  Methods of simulation of stochastic processes and fields with given accuracy and reliability in some Banach spaces are also considered.