Wavelet-based simulation of random processes from certain classes with given accuracy and reliability

Abstract

We consider stochastic processes Y (t) which can be represented as Y (t) = (X(t)) s , s ∈ N, where X(t) is a stationary strictly sub-Gaussian process and build a wavelet-based model that simulates Y (t) with given accuracy and reliability in Lp([0, T ]). A model for simulation with given accuracy and reliability in Lp([0, T ]) is also built for processes Z(t) which can be represented as Z(t) = X 1 (t)X 2 (t), where X 1 (t) and X 2 (t) are independent stationary strictly sub-Gaussian processes.