Simulation of stationary, non-normal random process

Authors

  • Nguyen Cao Menh
  • Tran Duong Tri

DOI:

https://doi.org/10.15625/0866-7136/10240

Abstract

Simulation of stationary random processes specified by spectral density function and NonNormal probability density function has been rarely studied, though these processes are often met in both theory and practice.

In this paper we consider a simulation method which can apply to the mention-above processes. The main idea based on the simulation of the Normal process and approximation of functions in the space of quadratic ally integrable functions. The numerical program for illustration of the method is written by Turbo - Pascal language.

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Published

30-12-1992

How to Cite

Menh, N. C., & Tri, T. D. (1992). Simulation of stationary, non-normal random process. Vietnam Journal of Mechanics, 14(4), 19–26. https://doi.org/10.15625/0866-7136/10240

Issue

Section

Research Paper

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