Browsing by Author "Pashko, Anatolii"
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Item Comparative analysis of simulation methods of the fractional brownian motion(Lviv Polytechnic Publishing House, 2016) Pashko, Anatolii; Taras Shevchenko National University of KyivThis paper analyzes the statistical simulation algorithms of generalized Wiener process and increases of the generalized Wiener process. Models built with specified accuracy and reliability in space ( ) 2 L T . To build statistical models we use various spectral representation of random processes – namely in the series and as integrals. The advantages and disadvantages of each representations was compared.