Аннотация:
Approximation of some classes of random processes by cubic splines
with given accuracy and reliability is considered. Estimations of
deviation of approximating spline from original process are obtained.
A few examples of approximation are considered. Application of
splines for simulation of processes is also studied.
Ключевые слова:Fundamental equation of the risk theory, ordinary/stationary
renewal process, delayed renewal processes, stationarity, discrete analog of one-sided
Wiener-Hopf integral equation, Riemann boundary-value problem, Wiener-Hopf factorization method.
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