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Simple trigonometric models for narrow-band stationary processes
Published online by Cambridge University Press: 14 July 2016
Abstract
Over a finite interval, a Gaussian stationary process can be approximated by a finite trigonometric sum, and the error introduced by the approximation can be exactly bounded, as far as the distribution of the upper tail of the maximum is concerned. A simple case is exhibited, where a narrow band process is well approximated by means of a two-term trigonometric representation.
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- Part 6 — Stochastic Processes
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- Copyright © 1982 Applied Probability Trust
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