Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS



Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find






Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register


Teoriya Veroyatnostei i ee Primeneniya, 1973, Volume 18, Issue 4, Pages 718–733 (Mi tvp4362)  

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
English version:
Theory of Probability and its Applications, 1974, Volume 18, Issue 4, Pages 678–693
DOI: https://doi.org/10.1137/1118090
Bibliographic databases:
Document Type: Article
Language: Russian
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
Citation in format AMSBIB
\Bibitem{Tut73}
\by V.~N.~Tutubalin
\paper On dynamic systems with random perturbations
\jour Teor. Veroyatnost. i Primenen.
\yr 1973
\vol 18
\issue 4
\pages 718--733
\mathnet{http://mi.mathnet.ru/tvp4362}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=345210}
\zmath{https://zbmath.org/?q=an:0324.60047}
\transl
\jour Theory Probab. Appl.
\yr 1974
\vol 18
\issue 4
\pages 678--693
\crossref{https://doi.org/10.1137/1118090}
Linking options:
  • https://www.mathnet.ru/eng/tvp4362
  • https://www.mathnet.ru/eng/tvp/v18/i4/p718
  • Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
     
      Contact us:
     Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024