A stochastic system with coupling between non-Gaussian and Gaussian noise terms is investigated. A general approximate Fokker-Planck equation of the system is derived through a path-integral approach. For a bistable system, the coupling l between noise terms can induce the reentrance-like phase tran
โฆ LIBER โฆ
Gaussian and non-Gaussian stochastic sensitivity analysis of discrete structural system
โ Scribed by S. Benfratello; S. Caddemi; G. Muscolino
- Book ID
- 108391273
- Publisher
- Elsevier Science
- Year
- 2000
- Tongue
- English
- Weight
- 341 KB
- Volume
- 78
- Category
- Article
- ISSN
- 0045-7949
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For many applications in signal detection, imprecise knowledge of the underlying noise process often makes desirable the employment of a robust detector. In this paper we consider the discrete time detection of stochastic signals in white noise, where the univariate noise density is known perfectly