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Vestnik SamGU. Estestvenno-Nauchnaya Ser., 2010, Issue 6(80), Pages 139–145
(Mi vsgu202)
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Physics
Calculation method of spectral-correlation characteristics of stochastic processes
in the first order non-linear systems
V. V. Zaytcev Dept. of Radiophysics and Computer Modelling of Radio Systems, Samara State University, Samara, 443011, Russian Federation
(published under the terms of the Creative Commons Attribution 4.0 International License)
Abstract:
Calculation method of correlation function of stochastic process in the first order dynamical system with arbitrary sort potential of recovery force lying under action of periodic signal and white noise is offered in the article. Method is based on the decomposition of non-stationary Fokker–Plank equation solution in eigen functions of stationary operator and numerical solutions of matrix problem of eigen values and system of ordinary differential equations.
Keywords:
non-linear stochastic system, Markovian process, correlation function, numerical analysis.
Received: 18.07.2010 Revised: 18.07.2010
Citation:
V. V. Zaytcev, “Calculation method of spectral-correlation characteristics of stochastic processes
in the first order non-linear systems”, Vestnik Samarskogo Gosudarstvennogo Universiteta. Estestvenno-Nauchnaya Seriya, 2010, no. 6(80), 139–145
Linking options:
https://www.mathnet.ru/eng/vsgu202 https://www.mathnet.ru/eng/vsgu/y2010/i6/p139
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Abstract page: | 153 | Full-text PDF : | 63 | References: | 24 | First page: | 1 |
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