Approximate spectral models of random processes with periodic properties

Alisa M. Medvyatskaya, Vasily A. Ogorodnikov · Russian Journal of Numerical Analysis and Mathematical Modelling · 2019

Abstract We consider approaches to simulation of periodically correlated random processes based on the nonstandard spectral representation of the process with parameters periodically varying in time and also on spectral representations using the vector stationary Gaussian processes.

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