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JOURNALS // Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports] // Archive

Sib. Èlektron. Mat. Izv., 2022 Volume 19, Issue 2, Pages 502–516 (Mi semr1517)

This article is cited in 1 paper

Probability theory and mathematical statistics

On the modeling of stationary sequences using the inverse distribution function

N. S. Arkashov

Novosibirsk State Technical University, 20, Karl Marx ave., 630073, Novosibirsk, Russia

Abstract: 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.

Keywords: modeling of stationary processes, long-range dependence, limit theorems, function words in fiction.

UDC: 519.218.8,519.214

MSC: 60F17,60G10,65C20

Received September 20, 2021, published August 23, 2022

Language: English

DOI: 10.33048/semi.2022.19.042



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