Dynamic systems with random structure: An approach to the generation of nonstationary stochastic processes (Q5926834)
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scientific article; zbMATH DE number 1573133
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamic systems with random structure: An approach to the generation of nonstationary stochastic processes |
scientific article; zbMATH DE number 1573133 |
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Dynamic systems with random structure: An approach to the generation of nonstationary stochastic processes (English)
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7 November 2001
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At the outset the authors state the problem of modelling nonstationary processes when the a priori known statistical characteristics of the `partial' processes are known. The analysis of the generalized Fokker-Planck-Kolmogorov equation that describes a dynamic system with random structure is presented, and the method is applied to the model of a land mobile satellite communication channel.
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nonstationary stochastic processes
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Markov processes
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models with random structure
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partial processes
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generalized Fokker-Planck-Kolmogorov equation
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