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Informatika i Ee Primeneniya [Informatics and its Applications], 2015, Volume 9, Issue 2, Pages 23–29
DOI: https://doi.org/10.14357/19922264150203
(Mi ia365)
 

This article is cited in 7 scientific papers (total in 7 papers)

Modeling of normal processes in stochastic systems with complex transcendental nonlinearities

I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov

Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation
Full-text PDF (178 kB) Citations (7)
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Abstract: Development of methods for analytical and statistical modeling for discrete and continuous stochastic systems (StS) with Wiener and Poisson noises and with complex transcendental nonlinearities (CTN) is given. Typical representation of scalar and vector CTN is considered. Equations for the normal approximation method (NAM) and the method of statistical linearization (MSL) are deduced. Also, NAM and MSL for StS with CTN algorithms are given. Test examples are presented. Some generalizations are given.
Keywords: analytical and statistical modeling; complex transcendental nonlinearities (CTN); Hermite polynomials; method of statistical linearization (MSL); normal approximation method (NAM); stochastic systems (StS).
Received: 25.02.2015
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov, “Modeling of normal processes in stochastic systems with complex transcendental nonlinearities”, Inform. Primen., 9:2 (2015), 23–29
Citation in format AMSBIB
\Bibitem{SinSinKor15}
\by I.~N.~Sinitsyn, V.~I.~Sinitsyn, E.~R.~Korepanov
\paper Modeling of~normal processes in~stochastic systems with~complex transcendental nonlinearities
\jour Inform. Primen.
\yr 2015
\vol 9
\issue 2
\pages 23--29
\mathnet{http://mi.mathnet.ru/ia365}
\crossref{https://doi.org/10.14357/19922264150203}
\elib{https://elibrary.ru/item.asp?id=23720277}
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  • This publication is cited in the following 7 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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