Linear Theory of Random Processes

Author(s):  
Iosif Il’ich Gihman ◽  
Anatoliĭ Vladimirovich Skorokhod
1976 ◽  
Author(s):  
Renwick E. Curry ◽  
T. Govindaraj
Keyword(s):  

1991 ◽  
Vol 161 (9) ◽  
pp. 201-209 ◽  
Author(s):  
Polina S. Landa ◽  
V.F. Marchenko

Author(s):  
Yuriĭ A. Rozanov
Keyword(s):  

Author(s):  
Filipe Eduard Leite Ossege ◽  
Aline Souza de Paula ◽  
Tiago Leite Pereira ◽  
Adriano Todorovic Fabro
Keyword(s):  

Author(s):  
V. M. Artyushenko ◽  
V. I. Volovach

The questions connected with mathematical modeling of transformation of non-Gaussian random processes, signals and noise in linear and nonlinear systems are considered and analyzed. The mathematical transformation of random processes in linear inertial systems consisting of both series and parallel connected links, as well as positive and negative feedback is analyzed. The mathematical transformation of random processes with polygamous density of probability distribution during their passage through such systems is considered. Nonlinear inertial and non-linear systems are analyzed.


2018 ◽  
Vol 15 (1) ◽  
pp. 84-93
Author(s):  
V. I. Volovach ◽  
V. M. Artyushenko

Reviewed and analyzed the issues linked with the torque and naguszewski cumulant description of random processes. It is shown that if non-Gaussian random processes are given by both instantaneous and cumulative functions, it is assumed that such processes are fully specified. Spectral characteristics of non-Gaussian random processes are considered. It is shown that higher spectral densities exist only for non-Gaussian random processes.


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