Haar Wavelet and Simulation of Stochastic Processes

Ievgen Turchyn
2015 Contemporary Mathematics and Statistics  
A wavelet-based method for simulation of Gaussian processes with given accuracy and reliability in ([0, ]) is proposed.
doi:10.7726/cms.2015.1001 fatcat:x5xwf7oblvfv5bssx3fa3k5wsu