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Informatika i Ee Primeneniya [Informatics and its Applications], 2013, Volume 7, Issue 2, Pages 4–16
(Mi ia254)
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This article is cited in 33 scientific papers (total in 33 papers)
Parametrical statistical and analytical modeling of distributions in nonlinear stochastic systems on manifolds
I. N. Sinitsyn IPI RAN
Abstract:
Discrete parametrical statistical and analytical modeling methods in nonlinear Ito stochastic systems on manifolds with Wiener and Poisson noises have been developed. For one- and multidimensional densities parametrization, the coefficients in orthogonal expansions of different orders are taken. Special attention is paid to nonlinear correlational theory of statistical and analytical modeling.
Keywords:
analytical modeling; method of normal approximation; nonlinear correlational theory; nonlinear Ito stochastic system on manifold; orthogonal expansions method; parametrization of one- and multidimensional densities; statistical linearization method; statistical modeling.
Citation:
I. N. Sinitsyn, “Parametrical statistical and analytical modeling of distributions in nonlinear stochastic systems on manifolds”, Inform. Primen., 7:2 (2013), 4–16
Linking options:
https://www.mathnet.ru/eng/ia254 https://www.mathnet.ru/eng/ia/v7/i2/p4
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Abstract page: | 437 | Full-text PDF : | 124 | References: | 61 | First page: | 3 |
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