Modeling of stochastic processes in $L_p(T)$ using orthogonal polynomials

Oleksandr Mokliachuk

doi:10.13189/ujam.2014.020304

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arXiv · 2503.17532

Modeling of stochastic processes in $L_p(T)$ using orthogonal polynomials

Oleksandr Mokliachuk

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Abstract

In this paper, models that approximate stochastic processes from the space $Sub_\varphi(\Omega)$ with given reliability and accuracy in $L_p(T)$ are considered for some specific functions $\varphi(t)$. For processes that are decomposited in series using orthonormal bases, such models are constructed in the case where elements of such decomposition cannot be found explicitly.

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BibTeX RIS

Oleksandr Mokliachuk. 2025-03-21. Modeling of stochastic processes in $L_p(T)$ using orthogonal polynomials. https://doi.org/10.13189/ujam.2014.020304

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