Theory and Modern Applications
Table 6 Approximation of \(\mathbb {C}\mathrm {ov}[A(t),\dot{X}(t)]\) and \(\mathbb {C}\mathrm {ov}[B(t),X(t)]\) via accurate truncations \(\dot{X}_{16}(t)\) and \(X_{16}(t)\), respectively. Example 4.1, assuming dependent random data
t | \(\mathbb {C}\mathrm {ov}[A(t),\dot{X}_{16}(t)]\) | \(\mathbb {C}\mathrm {ov}[B(t),X_{16}(t)]\) |
|---|---|---|
0.00 | 0 | 0 |
0.25 | 0 | −0.00106042 |
0.50 | 0 | −0.00177052 |
0.75 | 0 | −0.00618508 |
1.00 | 0 | −0.0173 |
1.25 | 0 | −0.0509053 |
1.50 | 0 | −0.0858552 |
1.75 | 0 | −0.161068 |
2.00 | 0 | −0.276206 |