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Teoriya Veroyatnostei i ee Primeneniya, 1969, Volume 14, Issue 2, Pages 357–363
(Mi tvp1188)
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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
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
Linking options:
https://www.mathnet.ru/eng/tvp1188 https://www.mathnet.ru/eng/tvp/v14/i2/p357
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