Some results of error evaluation for a non-Gaussian simulation method
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| 024 | 7 | 0 | |a 10.1515/156939604323091207 |2 doi |
| 035 | |a (NATIONALLICENCE)gruyter-10.1515/156939604323091207 | ||
| 245 | 0 | 0 | |a Some results of error evaluation for a non-Gaussian simulation method |h [Elektronische Daten] |c [Jean-Luc Akian, Bénédicte Puig] |
| 520 | 3 | |a In a first part of the paper a simulation method for a strictly stationary non-Gaussian process with given one-dimensional marginal distribution (or N-first statistical moments) and autocorrelation function is recalled. This method was already widely treated in the articles [14] and [13]. The objective of the present paper is twofold: first, to simplify this method - if by Mehler formula it is possible to find an autocorrelation function yielding the target autocorrelation function, and second, analyze the difference between the given autocorrelation function and the model one. | |
| 540 | |a Copyright 2004, Walter de Gruyter | ||
| 690 | 7 | |a Monte-Carlo simulation |2 nationallicence | |
| 690 | 7 | |a non-Gaussian process |2 nationallicence | |
| 690 | 7 | |a Hermite polynomials |2 nationallicence | |
| 690 | 7 | |a maximum entropy principle |2 nationallicence | |
| 700 | 1 | |a Akian |D Jean-Luc |u ONERA, BP72 92322 Châtillon, France |4 aut | |
| 700 | 1 | |a Puig |D Bénédicte |u Universite de Paris X-Nanterre, France |4 aut | |
| 773 | 0 | |t Monte Carlo Methods and Applications |d Walter de Gruyter |g 10/1(2004-03-01), 51-68 |x 0929-9629 |q 10:1<51 |1 2004 |2 10 |o mcma | |
| 856 | 4 | 0 | |u https://doi.org/10.1515/156939604323091207 |q text/html |z Onlinezugriff via DOI |
| 908 | |D 1 |a research article |2 jats | ||
| 950 | |B NATIONALLICENCE |P 856 |E 40 |u https://doi.org/10.1515/156939604323091207 |q text/html |z Onlinezugriff via DOI | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Akian |D Jean-Luc |u ONERA, BP72 92322 Châtillon, France |4 aut | ||
| 950 | |B NATIONALLICENCE |P 700 |E 1- |a Puig |D Bénédicte |u Universite de Paris X-Nanterre, France |4 aut | ||
| 950 | |B NATIONALLICENCE |P 773 |E 0- |t Monte Carlo Methods and Applications |d Walter de Gruyter |g 10/1(2004-03-01), 51-68 |x 0929-9629 |q 10:1<51 |1 2004 |2 10 |o mcma | ||
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| 949 | |B NATIONALLICENCE |F NATIONALLICENCE |b NL-gruyter | ||