Informatika i Ee Primeneniya [Informatics and its Applications]
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Inform. Primen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Informatika i Ee Primeneniya [Informatics and its Applications], 2019, Volume 13, Issue 1, Pages 2–8
DOI: https://doi.org/10.14357/19922264190101
(Mi ia571)
 

Interpolatonal analytical modeling in complex stochastic systems

I. N. Sinitsyn

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
References:
Abstract: Methods and algorithms for interpolational analytical modeling (IAM) of stochastic processes in complex continuous and discrete stochastic systems (StS) which are scalar (or vector StS reducible to scalar) are developed. Several types of continuous and discrete StS are considered. The IAM methods are based on evolutionary equations numerical interpolation solution for one-dimensional characteristic function (c.f.). Special attention is paid to c.f. sensitivity analysis. In basic IAM algorithms, the Kotel'nikov theorem was implemented. Some practical questions concerning interpolational formulae and number of intervals for interpolation are discussed. In the future, IAM for StS with known analytical structure for offline modeling will be based on spline-wavelet methods and for online modeling — on filtration approaches. Special attention should be paid to multidimensional distributions.
Keywords: one-dimensional characteristic functions (c.f.), one-dimensional probability density (p.d.), stochastic processes (StP), stochastic system (StS).
Received: 16.08.2018
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: I. N. Sinitsyn, “Interpolatonal analytical modeling in complex stochastic systems”, Inform. Primen., 13:1 (2019), 2–8
Citation in format AMSBIB
\Bibitem{Sin19}
\by I.~N.~Sinitsyn
\paper Interpolatonal analytical modeling in complex stochastic systems
\jour Inform. Primen.
\yr 2019
\vol 13
\issue 1
\pages 2--8
\mathnet{http://mi.mathnet.ru/ia571}
\crossref{https://doi.org/10.14357/19922264190101}
\elib{https://elibrary.ru/item.asp?id=37170976}
Linking options:
  • https://www.mathnet.ru/eng/ia571
  • https://www.mathnet.ru/eng/ia/v13/i1/p2
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Информатика и её применения
    Statistics & downloads:
    Abstract page:239
    Full-text PDF :75
    References:38
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024