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Probability of a large rejection of a nonstationary Gaussian process. I

โœ Scribed by R. Rudzkis


Publisher
Springer
Year
1985
Tongue
English
Weight
518 KB
Volume
25
Category
Article
ISSN
0363-1672

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Probability functional of a vector non-G
โœ V. Lyandres; S. Primak ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 111 KB

A vector process with an arbitrary probability density function is presented as the solution of a system of nonlinear stochastic di!erential equations. Such a generative approach provides an opportunity to describe the process explicitly with the help of its probability functional without having to