Responses of first-order dynamical systems to Matérn, Cauchy, and Dagum excitations (Q2340121)

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Responses of first-order dynamical systems to Matérn, Cauchy, and Dagum excitations
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    Responses of first-order dynamical systems to Matérn, Cauchy, and Dagum excitations (English)
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    16 April 2015
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    The responses of first-order dynamical systems under random forcings are studied. The authors calculate the transient second-order characteristics of the response under the Cauchy and Dagum covariance functions and make comparisons to the response under white, Ornstein-Uhlenbeck and Matérn noises.
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    random dynamical system
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    stochastic ordinary differential equation
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    fractal
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    Hurst effect
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