Simulating Non-Realizable Processes

  • José Cândido Silveira Santos Filho
  • Michel Daoud Yacoub
  • Gustavo Fraidenraich
DOI: https://doi.org/10.14209/jcis.2005.26

Abstract

Consider an output process defined as the sum of M ergodic identically distributed input random processes. Moreover, assume that some output statistics of interest can be found as explicit functions of M with no constraints for M real. Then, extending the investigation of those statistics for non-integer values of M may be desired, mainly if the output process is in effect an idealized approximate model of a realistic random phenomenon. Within this context and for simulation purposes, this work presents a generic, efficient method for generating a sample sequence matching the output statistics for a given noninteger M. To the best of the authors’ knowledge, no solutions to the problem addressed here exist yet.
Published
18-06-2015
How to Cite
Cândido Silveira Santos Filho, J., Daoud Yacoub, M., & Fraidenraich, G. (2015). Simulating Non-Realizable Processes. Journal of Communication and Information Systems, 20(3). https://doi.org/10.14209/jcis.2005.26
Issue
Vol 20 No 3 (2005)
Section
Regular Papers
Copyright (c) 2015 José Cândido Silveira Santos Filho, Michel Daoud Yacoub, Gustavo Fraidenraich

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