Simulation of Stochastic Processes with Given Accuracy and Reliability

Yuriy Kozachenko is Professor at Taras Shevchenko National University of Kyiv, Ukraine.Doctor of Sciences in Physics and Mathematics, Laureate of the State Prize of Ukraine in Science and TechnologyMain scientific research interests relate to the study of the properties of random processes in various functional spaces, simulation and statistics of random processes, the theory of wavelet expansions of random processes. One of the founders of the theory of sub-Gaussian and f-subGaussian random processes, random processes from Orlicz spaces. Determination of accuracy and reliability of computer simulation of random processes.Author of over 300 scientific papers, several textbooks and seven monographs. Associate professor at Department of Department of Probability Theory and Mathematical Analysis, UzhNU from 2008;Her scientific interests are in the field of simulation of point stochastic processes and fields with given accuracy and reliability, e.g. Cox Processes driven by random intensity, analytical properties of point processes and fields. Author of more than 10 papers. Associate professor at Department of Applied Statistics, TSNUK, Ukraine from 2011.Her scientific interests are in the field of simulation of stochastic processes and fields with given accuracy and reliability in different Banach spaces, analytical properties of stochastic processes and fields; survey statistics. Author of more than 40 papers. Associate professor at Department of Applied Statistics, from 2011.Her scientific interests are in the field of simulation of stochastic processes and fields with given accuracy and reliability in different Banach spaces, analytical properties of stochastic processes and fields; survey statistics. Author of more than 20 papers

1. The Distribution of the Estimates for the Norm of Sub-Gaussian Stochastic Processes.
2. Simulation of Stochastic Processes Presented in the Form of Series.
3. Simulation of Gaussian Stochastic Processes with Respect to Output Processes of the System.
4. The Construction of the Model of Gaussian Stationary Processes.
5. The Modeling of Gaussian Stationary Random?Processes with a Certain Accuracy and Reliability.
6. Simulation of Cox Random Processes.
7. On the Modeling of Gaussian Stationary Processes with Absolutely Continuous Spectrum.
8. Simulation of Gaussian Isotropic Random Fields on a Sphere.