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

DOI10.1134/S1064230713050080MaRDI QIDQ2017627zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Erlang distribution of the stay timespiecewise constant stochastic processessampling

Mathematics Subject Classification ID

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

Recommendations

• Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in states
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• Erlang sampling of an alternating poisson process
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Cites work

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

Cited in

(4)

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

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