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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 357–363 (Mi tvp1188)  

Short Communications

The probability distribution of the area bounded by a Gaussian random contour

V. I. Klyatskin, V. I. Tatarskii

Moscow
Abstract: Let $\rho_i=(\rho_i^1,\rho_i^2)$, $i=1,\dots,N$, be two-dimensional Gaussian random variables with $\mathbf M\rho_i=(r\cos\varphi_i,r\sin\varphi_i)$, $\operatorname{cov}(\rho_i^\alpha,\rho_i^\beta)=\delta_{\alpha\beta}\biggl(4r^2\sin^2\frac{\varphi_i-\varphi_j}2\biggr)$, where $r$ is constant, $0\le\varphi_1<\dots<\varphi_N<2\pi$, and $g$ is a real function. Let $S_N$ be the area bounded by the broken line passing through the points $\rho_1,\dots,\rho_N$. In the paper, the distribution of $S=\lim\limits_{N\to\infty}S_N$ is studied.
Received: 11.03.1968
English version:
Theory of Probability and its Applications, 1969, Volume 14, Issue 2, Pages 344–349
DOI: https://doi.org/10.1137/1114045
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: V. I. Klyatskin, V. I. Tatarskii, “The probability distribution of the area bounded by a Gaussian random contour”, Teor. Veroyatnost. i Primenen., 14:2 (1969), 357–363; Theory Probab. Appl., 14:2 (1969), 344–349
Citation in format AMSBIB
\Bibitem{KlyTat69}
\by V.~I.~Klyatskin, V.~I.~Tatarskii
\paper The probability distribution of the area bounded by a~Gaussian random contour
\jour Teor. Veroyatnost. i Primenen.
\yr 1969
\vol 14
\issue 2
\pages 357--363
\mathnet{http://mi.mathnet.ru/tvp1188}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=266266}
\zmath{https://zbmath.org/?q=an:0195.20303}
\transl
\jour Theory Probab. Appl.
\yr 1969
\vol 14
\issue 2
\pages 344--349
\crossref{https://doi.org/10.1137/1114045}
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