Simulating Non-Realizable Processes
Main Article Content
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.
Article Details
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
Section
Regular Papers
Authors who publish in this journal agree to the following terms:
- Authors retain copyright and grant the journal right of first publication with the work simultaneously licensed under a Creative Commons Attribution License that allows others to share the work with an acknowledgment of the work's authorship and initial publication in this journal.
- Authors can enter into separate, additional contractual arrangements for the non-exclusive distribution of the journal's published version of the work (e.g., post it to an institutional repository or publish it in a book), with an acknowledgment of its initial publication in this journal.
- Authors are permitted and encouraged to post their work online (e.g., in institutional repositories or on their website) before and during the submission process, as it can lead to productive exchanges, as well as earlier and greater citation of published work (See The Effect of Open Access).
___________