Asymptotic Dissipativity of Random Processes with Impulse Perturbation in the Poisson Approximation Scheme*
Sign Up to like & getrecommendations! Published in 2018 at "Cybernetics and Systems Analysis"
DOI: 10.1007/s10559-018-0021-4
Abstract: The authors analyze asymptotic dissipation of pre-limit normalized stochastic evolutionary system in ergodic Markov environment, which significantly influences the behavior of the limiting process. read more here.
Keywords: asymptotic dissipativity; dissipativity random; processes impulse; impulse perturbation ... See more keywords
High excursions of Bessel and related random processes
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DOI: 10.1016/j.spa.2020.02.002
Abstract: Abstract Asymptotic behavior of large excursions probabilities is evaluated for Euclidean norm of a wide class of Gaussian non-stationary vector processes with independent identically distributed components. It is assumed that the components have means zero… read more here.
Keywords: bessel related; high excursions; related random; excursions bessel ... See more keywords
Periodically correlated random processes: Application in early diagnostics of mechanical systems
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DOI: 10.1016/j.ymssp.2016.06.022
Abstract: Abstract The covariance and spectral characteristics of periodically correlated random processes (PCRP) are used to describe the state of rotary mechanical systems and in their fault detection. The methods for estimation of mean function, covariance… read more here.
Keywords: correlated random; periodically correlated; processes application; mechanical systems ... See more keywords
Numerical Generation of Compound Random Processes with an Arbitrary Autocorrelation Function
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DOI: 10.1142/s0219477518500013
Abstract: The generation of non-Gaussian random processes with a given autocorrelation function (ACF) is addressed. The generation is based on a compound process with two components. Both components are solutions of appropriate stochastic differential equations (SDEs).… read more here.
Keywords: generation; random processes; random; autocorrelation function ... See more keywords