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

DOI10.1134/S1064230713050080MaRDI QIDQ2017627zbMATHOpenAlexFDO

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

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)

Recommendations

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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

(3)

• Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in states
• 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

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