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

DOI10.1016/S0016-0032(00)00042-9MaRDI QIDQ5952963zbMATH OpenOpenAlexFDO

Authors V. Lyandres, S. Primak

Publication date 24 August 2002

Published in Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0016-0032(00)00042-9

zbMATH Keywords

nonlinear stochastic differential equationdetection algorithmprobability functionaladditive non-Gaussian noise

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Numerical solutions to stochastic differential and integral equations (65C30)

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• Advanced synergetics. Instability hierarchies of self-organizing systems and devices
• Non-Gaussian noise models in signal processing for telecommunications: new methods an results for class A and class B noise models
• On the generation of correlated time series with a given probability density function.

Cited in

(3)

• Strongly nonlinear stochastic processes in physics and the life sciences
• Non‐Gaussian Statistical Communication Theory
• Dynamic systems with random structure: An approach to the generation of nonstationary stochastic processes

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