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Problemy Peredachi Informatsii, 1985, Volume 21, Issue 4, Pages 41–48
(Mi ppi1005)
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This article is cited in 1 scientific paper (total in 1 paper)
Methods of Signal Processing
Calculation of Distribution of Convolution of a Wiener Process
A. A. Klyachko, Yu. V. Solodyannikov
Abstract:
The authors calculate the distribution of the convolution
$$
\int^\tau_0 w(t)w(\tau-t)dt
$$
of a standard Wiener process $w(t)$. Some applications of this functional are considered.
Received: 26.09.1983 Revised: 19.01.1984
Citation:
A. A. Klyachko, Yu. V. Solodyannikov, “Calculation of Distribution of Convolution of a Wiener Process”, Probl. Peredachi Inf., 21:4 (1985), 41–48; Problems Inform. Transmission, 21:4 (1985), 279–384
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https://www.mathnet.ru/eng/ppi1005 https://www.mathnet.ru/eng/ppi/v21/i4/p41
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