Bøger af Yuriy V. (Professor Kozachenko

Simulation of Stochastic Processes with Given Accuracy and Reliability outlines new approaches and modern methods of simulation of stochastic processes with given accuracy and reliability in some functional spaces. As a large number of published materials in the field of simulation and modeling have appeared, with none studying the issue of accuracy and confidence level of constructed models, this book fills that gap. Provides an analysis of the theory of Sub-Gaussian (including Gaussian one) and Square Gaussian random variables and processesContains information on the study of the issue of accuracy and confidence level of constructed models not found in other books on the topicProvides methods and tools in measuring accuracy and reliability in functional spaces