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JOURNALS // Proceedings of the Yerevan State University, series Physical and Mathematical Sciences // Archive

Proceedings of the YSU, Physical and Mathematical Sciences, 1991 Issue 1, Pages 17–24 (Mi uzeru765)

Mathematics

The quantization in time of sample functions of differentiable Gaussian processes

A. H. Simonian, V. R. Fatalov

Yerevan State University, Faculty of Informatics and Applied Mathematics

Abstract: In this paper algorithms of approximation of two classes of Gaussian stationary processes are suggested, when it is supposed that the sample functions are differentiable one time or two. In both cases asymptotic formulas for the approximating regression processes and for the variances of the processes of deviations are obtained. These results make possible to get recommendations on choosing the optimal step of quantization.

UDC: 519.217

Received: 13.04.1990
Accepted: 15.07.1991



© Steklov Math. Inst. of RAS, 2024