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Matematicheskoe modelirovanie, 2012, Volume 24, Number 1, Pages 88–102 (Mi mm3199)  

This article is cited in 5 scientific papers (total in 5 papers)

Entropy-probabilistic modeling of Gaussian stochastic systems

A. N. Tyrsin, I. S. Sokolova

Science and Engineering Center "Reliability and Resource of Large Systems and Machines", Ural Branch, Russian Academy of Sciences, Yekaterinburg
Full-text PDF (556 kB) Citations (5)
References:
Abstract: There is the new entropy-probabilistic approach of modeling of stochastic systems. It is based on the representation of system in the form of a many-dimensional normal stochastic vector. The entropy- probabilistic model is described and investigated.
Keywords: normal stochastic vector, system, model, entropy, random variable, variance, covariance matrix.
Received: 24.02.2011
Bibliographic databases:
Document Type: Article
UDC: 519.87:519.722:519.213
Language: Russian
Citation: A. N. Tyrsin, I. S. Sokolova, “Entropy-probabilistic modeling of Gaussian stochastic systems”, Matem. Mod., 24:1 (2012), 88–102
Citation in format AMSBIB
\Bibitem{TyrSok12}
\by A.~N.~Tyrsin, I.~S.~Sokolova
\paper Entropy-probabilistic modeling of Gaussian stochastic systems
\jour Matem. Mod.
\yr 2012
\vol 24
\issue 1
\pages 88--102
\mathnet{http://mi.mathnet.ru/mm3199}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2978091}
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  • https://www.mathnet.ru/eng/mm3199
  • https://www.mathnet.ru/eng/mm/v24/i1/p88
  • This publication is cited in the following 5 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математическое моделирование
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    Abstract page:1172
    Full-text PDF :386
    References:97
    First page:32
     
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