Publication details

Random Functional Variable and Fourier Series

Authors

ZELINKA Jiří

Year of publication 2017
Type Article in Proceedings
Conference Functional Statistics and Related Fields
MU Faculty or unit

Faculty of Science

Citation
Web https://link.springer.com/chapter/10.1007/978-3-319-55846-2_36
Doi http://dx.doi.org/10.1007/978-3-319-55846-2_36
Field Applied statistics, operation research
Keywords random functional variable; Fourier series; normal distribution
Description This paper presents how a functional random variable can be expressed in the form of Fourier series. This expansion can be used for the definition of components of the functional random variable and for the approximation of the random curves as the partial sum of the Fourier series. Thus we can estimate the distribution of the components, simulate the functional random variable with given components and compute some characteristics of the distribution of its norm.
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