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Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 4, Pages 718–733
(Mi tvp4362)
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On dynamic systems with random perturbations
V. N. Tutubalin
Abstract:
In this paper, conditions are considered for the dynamic system defined by equation (2), where $\xi(t)$ is a random perturbation, to obey a variant of the central limit theorem in the following form: the probability distributions of solutions of equation (2) are defined (in the limit as the perturbation amplitude tends to 0) by the correlation function of the perturbations.
Received: 23.01.1973
Citation:
V. N. Tutubalin, “On dynamic systems with random perturbations”, Teor. Veroyatnost. i Primenen., 18:4 (1973), 718–733; Theory Probab. Appl., 18:4 (1974), 678–693
Linking options:
https://www.mathnet.ru/eng/tvp4362 https://www.mathnet.ru/eng/tvp/v18/i4/p718
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