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Teoriya Veroyatnostei i ee Primeneniya, 1979, Volume 24, Issue 1, Pages 3–17
(Mi tvp946)
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This article is cited in 1 scientific paper (total in 1 paper)
A new version of the law of large numbers
V. N. Tutubalin Moscow
Abstract:
In this paper the system (0.1) of $N$ differential equations with random coefficients $\eta_{kj}(z)$ is considered. This system of coupled mode propagation is a mathematical model for wave-guides with random imperfections. The sum
\begin{equation}
\sum_{j=1}^N |E_j(z)|^2
\end{equation}
is the power flow at the output of the wave-guide ($z$ is its lehgth). The physical considerations justify the investigation of an asymptotic problem when $N\to\infty$, $\eta_{kj}(z)\to 0$, $\alpha_j\to 0$, $z\to\infty$. Under some conditions the variance of the sum (1) converges to 0, while its expectation remains positive.
Received: 17.10.1977
Citation:
V. N. Tutubalin, “A new version of the law of large numbers”, Teor. Veroyatnost. i Primenen., 24:1 (1979), 3–17; Theory Probab. Appl., 24:1 (1979), 1–15
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https://www.mathnet.ru/eng/tvp946 https://www.mathnet.ru/eng/tvp/v24/i1/p3
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