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Evgeny Spodarev

Publications and source records attributed to Evgeny Spodarev.

38 records · Page 3Linked to original sources

Simulation of infinitely divisible random fields

Two methods to approximate infinitely divisible random fields are presented. The methods are based on approximating the kernel function in the spectral representation of such fields, leading to numerical integration of the respective integrals. Error bounds for the approximation error are derived and the approximations are used to simulate certain classes of infinitely divisible random fields.

math.PR↗

Derivation of an upper bound of the constant in the error bound for a near best m-term approximation

In the paper "The best m-term approximation and greedy algorithms" (V. N. Temlyakov), an error bound for a near best m-term approximation of a function g in L^p([0,1]^d) is provided, using a basis L^p-equivalent to the Haar system, where p is greater than one and less than infinity and d is a natural number. The bound includes a constant C(p) that is not given explicitly. The goal of this paper is to find an upper bound of the constant for the Haar system.

math.NA↗