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Problemy Peredachi Informatsii, 1990, Volume 26, Issue 3, Pages 96–101 (Mi ppi621)  

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
Full-text PDF (609 kB) Citations (2)
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
Bibliographic databases:
Document Type: Article
UDC: 621.391.1:519.27
Language: Russian
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
Citation in format AMSBIB
\Bibitem{VirMaz90}
\by Yu.~P.~Virchenko, A.~S.~Mazmanishvili
\paper Probability Distribution of the Stochastic Convolution Functional of a~Normal Markov Process
\jour Probl. Peredachi Inf.
\yr 1990
\vol 26
\issue 3
\pages 96--101
\mathnet{http://mi.mathnet.ru/ppi621}
\zmath{https://zbmath.org/?q=an:0766.60024}
\transl
\jour Problems Inform. Transmission
\yr 1990
\vol 26
\issue 3
\pages 275--280
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  • https://www.mathnet.ru/eng/ppi621
  • https://www.mathnet.ru/eng/ppi/v26/i3/p96
  • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Проблемы передачи информации Problems of Information Transmission
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    Full-text PDF :114
     
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