Journal of Automation and Information Sciences
Erscheint 12 Ausgaben pro Jahr
ISSN Druckformat: 1064-2315
ISSN Online: 2163-9337
SJR:
0.173
SNIP:
0.588
CiteScore™::
2
Indexed in
Analytical Synthesis of the Probabilistic Characteristics of One Class of Non-Markovian Processes
Volumen 31,
Ausgabe 4-5, 1999,
pp. 49-56
DOI: 10.1615/JAutomatInfScien.v31.i4-5.260
ABSTRAKT
Nowadays analytical methods for synthesis of probabilistic characteristics of random processes exist only for Markovian processes and are based on solution of the Fokker-Plank-Kolmogorov equation. The article presents an approach that allows us to solve such a problem for non-Markovian processes, which are described by approximated solutions of stochastic nonlinear integrated equations in general form. The basis for the method proposed is a representation of the integral equation by two-point boundary-value problem with its subsequent solution by the invariant embedding method.
457 Artikelansichten
3 Artikel-Downloads
Metriken
Artikel mit ähnlichem Inhalt:
Neueste Ausgabe
Modeling of Configurations Formed when Using Microneedle Systems
Properties of Large Deviations of Empirical Estimates in a Stochastic Optimization Problem for a Homogeneous Random Field
The Dynamics of One Arms Race Mathematical Model with a Delay
Some Ways to Modeling Input Data for Information Search in the Library of Standards when Solving Semantics Problems
Method for Constructing Primitive Polynomials for Cryptographic Subsystems of Dependable Automated Systems
Complete Asymptotics of Approximations by Certain Singular Integrals in Mathematical Modeling
Index, Volume 52, 2020