Probability distribution of the stochastic convolution functional of a normal Markov process

MaRDI QIDQ1813591zbMATH OpenFDO

Authors Yu. P. Virchenko, A. S. Mazmanishvili

Publication date 25 June 1992

Published in Problems of Information Transmission (Search for Journal in Brave)

zbMATH Keywords

characteristic functionprobability distributioncomplex-valued normal Markov processconvolution functional

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Continuous-time Markov processes on discrete state spaces (60J27)

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• Probability functional of a vector non-Gaussian Markov process and its communication application
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