Pashko, Anatolii2018-04-112018-04-112016Pashko A. Comparative analysis of simulation methods of the fractional brownian motion / Anatolii Pashko // Litteris et Artibus : proceedings of the 6th International youth science forum, November 24–26, 2016, Lviv, Ukraine / Lviv Polytechnic National University. – Lviv : Lviv Polytechnic Publishing House, 2016. – P. 77–80. – Bibliography: 7 titles.https://ena.lpnu.ua/handle/ntb/40256This 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.enGaussian random processessimulationmodel accuracyreliability modelsgeneralized Wiener processrandom process with independent incrementsprocesses with stationary incrementsspectral representationComparative analysis of simulation methods of the fractional brownian motionConference Abstract77-80