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Problemy Peredachi Informatsii, 1990, Volume 26, Issue 3, Pages 96–101
(Mi ppi621)
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This article is cited in 2 scientific papers (total in 2 papers)
Сorrespondence
Probability Distribution of the Stochastic Convolution Functional of a Normal Markov Process
Yu. P. Virchenko, A. S. Mazmanishvili
Abstract:
The convolution functional of a complex-valued normal Markov process is considered. An analytical expression is derived for the characteristic function of the stochastic functional. The probability density of the convolution functional is calculated numerically. General properties of the probability distribution of the convolution functional of a normal Markov process are analyzed
Received: 26.10.1988 Revised: 29.03.1989
Citation:
Yu. P. Virchenko, A. S. Mazmanishvili, “Probability Distribution of the Stochastic Convolution Functional of a Normal Markov Process”, Probl. Peredachi Inf., 26:3 (1990), 96–101; Problems Inform. Transmission, 26:3 (1990), 275–280
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https://www.mathnet.ru/eng/ppi621 https://www.mathnet.ru/eng/ppi/v26/i3/p96
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Abstract page: | 306 | Full-text PDF : | 114 |
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