Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states

DOI10.1134/S1064230713050080zbMATH Open1307.93242OpenAlexW1979098420MaRDI QIDQ2017627FDOQ2017627

Authors: Yu. A. Goritskii, Vladimir A. Kazakov 

Publication date: 23 March 2015

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s1064230713050080

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zbMATH Keywords

samplingpiecewise constant stochastic processesErlang distribution of the stay times

Mathematics Subject Classification ID

Sampled-data control/observation systems (93C57) Stochastic systems in control theory (general) (93E03)

Cites Work

• Sampling reconstruction of Markov processes with a finite number of states
• Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in states

Cited In (3)

• Sampling of realizations of the random field formed by the sum of Markov binary processes
• Increasing sampling efficiency in stochastic process based on the Erlang sampling procedure
• Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in states

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