Аннотация:
We study a method for modeling stationary sequences, which is implemented generally speaking by a nonlinear transformation of Gaussian noise. The paper establishes limit theorems in the metric space $D[0,1]$ for normalized processes of partial sums of sequences obtained as a result of the mentioned Gaussian noise transformation. Application of this method for simulating function words in fiction is investigated.
Ключевые слова:modeling of stationary processes, long-range dependence, limit theorems, function words in fiction.