Is it Possible to Replace the Probability Distribution Function Describing a Random Process by the Prony’s Spectrum? (I)

DOI10.5890/JAND.2012.05.005zbMath1478.62275OpenAlexW2313322138MaRDI QIDQ5408984

Raoul R. Nigmatullin

Publication date: 11 April 2014

Published in: Journal of Applied Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.5890/jand.2012.05.005

zbMATH Keywords

probability distribution functionstrongly-correlated systemsdescription of the smoothed signalsProny's and Fourier decompositions

Mathematics Subject Classification ID

Inference from stochastic processes and spectral analysis (62M15)

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