Kozachenko Yu. V., Hudyvok T.V., Troshki V.B., Troshki N.V. Estimation of covariance functions of Gaussian stochastic fields and their simulation

Monograph. — Uzhhorod: AUDOR-Shark, 2017. — 232 p.Nowadays, the theory of stochastic processes is widely used in various fields of science and not only. Using stochastic processes, we can describe a large number of production processes, as well as processes occurring in economics, finance, insurance, radiophysics, etc. Since the covariance function is one of the most important characteristics of stochastic processes, the tasks of evaluating this function and constructing the criteria for its identification are an actual direction in the theory of stochastic processes and are widely used in solving statistical problems of stochastic processes. Another actual direction in the theory of stochastic processes is computer simulation of stochastic processes and fields, which is an effective means of reproduction and prediction of various phenomena and processes of the environment. Due to the powerful possibilities of computer techniques the problems of numerical simulations become especially important and allow to predict the behavior of a random process. The given monograph is dedicated to these tasks, namely, the tasks of simulation of stochastic processes and fields and the problem of identifying the covariance function of stochastic processes and fields.