Paper Title:
Simulating Stochastic Process with a Monophyletic Random Vector
  Abstract

Abstract. The large number of basic random variables in stochastic process, cause great troubles for calculation and analysis. Based on twice orthogonal expansion in the stochastic process and the expression of uncorrelated random vectors by use of orthogonal functions originate from a single source random variable, a method of triple orthogonal expansion for a stochastic process is put forward ,which can simulate a stochastic process with only one random variable. Example calculation shows the effectiveness of the monophyletic analysis method (MAM).This method can be applied for the other stochastic analysis based on the correlation theory.

  Info
Periodical
Advanced Materials Research (Volumes 374-377)
Chapter
Chapter 9: New Technology for the Preparation and Construction of Building Materials
Edited by
Hui Li, Yan Feng Liu, Ming Guo, Rui Zhang and Jing Du
Pages
1698-1703
DOI
10.4028/www.scientific.net/AMR.374-377.1698
Citation
B. X. Tang, K. H. Cheng, Q. Li, "Simulating Stochastic Process with a Monophyletic Random Vector", Advanced Materials Research, Vols. 374-377, pp. 1698-1703, 2012
Online since
October 2011
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Price
$32.00
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