Asymptotic expansions of integral functionals of weakly correlated random processes

DOI10.4171/ZAA/949MaRDI QIDQ1978099zbMATH OpenFDO

Authors Hans-Jörg Starkloff, J. vom Scheidt, R. Wunderlich

Publication date 16 October 2001

Published in Zeitschrift für Analysis und ihre Anwendungen (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/48923

Mathematics Subject Classification ID

Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60) General second-order stochastic processes (60G12) Ordinary differential equations and systems with randomness (34F05) Random vibrations in mechanics of particles and systems (70L05)

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Cites work

• scientific article; zbMATH DE number 4048081 (Why is no real title available?)
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• Random vibration and spectral analysis
• The sampling theorem and linear prediction in signal analysis

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• Approximation der Verteilung linearer Funktionale schwach korreliert verbundener Vektorprozesse – Anwendung auf Schwingungsdifferentialgleichungen
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