Publication details
Random Functional Variable and Fourier Series
| Authors | |
|---|---|
| Year of publication | 2017 |
| Type | Article in Proceedings |
| Conference | Functional Statistics and Related Fields |
| MU Faculty or unit | |
| 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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