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Informatika i Ee Primeneniya [Informatics and its Applications], 2013, Volume 7, Issue 1, Pages 3–11 (Mi ia239)  
This article is cited in 7 scientific papers (total in 7 papers)

Analytical modeling of invariant measure distributions in stochastic systems with discontinuous characteristics

I. N. Sinitsyn

IPI RAN
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Abstract: Basedonnormalapproximationandstatisticallinearization, exactandapproximatealgorithmsfordistibutions with invariant measure analytical modeling in nongaussian stochastic systems (StS) with discontinuous characteristics are developed. Peculiarities in Poisson StS are considered. Test examples confirm the practical accuracy of algorithms.
Keywords: analytical modeling; autocorrelated noise; distribution with invariant measure; method of normal approximation; method of statistical linearization; Poisson stochastic system; Pugachev integrodifferential equations, stochastic regime; stochastic system in Ito sense.
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, “Analytical modeling of invariant measure distributions in stochastic systems with discontinuous characteristics”, Inform. Primen., 7:1 (2013), 3–11
Citation in format AMSBIB
\Bibitem{Sin13}
\by I.~N.~Sinitsyn
\paper Analytical modeling of invariant measure distributions in stochastic systems with discontinuous characteristics
\jour Inform. Primen.
\yr 2013
\vol 7
\issue 1
\pages 3--11
\mathnet{http://mi.mathnet.ru/ia239}
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  • https://www.mathnet.ru/eng/ia/v7/i1/p3
    • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
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