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On the Multiplicity and Spectral Type of a Class of Stochastic Processes

✍ Scribed by Allen, G. D.


Book ID
118195699
Publisher
Society for Industrial and Applied Mathematics
Year
1976
Tongue
English
Weight
638 KB
Volume
30
Category
Article
ISSN
0036-1399

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On the simulation of stochastic processe
✍ B. Hu; W. Schiehlen πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 674 KB

In this paper, a modification in the simulation formula for generating stationary stochastic processes, using the spectral representation method developed by Shinozuka, is presented. It is shown that with this modification, the ensemble and temporal autocorrelation function of the simulated stochast