Mathematical models of composite vector stochastic process

Authors

  • Вячеслав Анатольевич Тихонов Харьковский университет радиоэлектроники пр. Ленина, 14, г. Харьков, 61166, Ukraine
  • Наталья Валериевна Кудрявцева Харьковский университет радиоэлектроники пр. Ленина, 14, г. Харьков, 61166, Ukraine
  • Ирина Олеговна Филь Харьковский университет радиоэлектроники пр. Ленина, 14, г. Харьков, 61166, Ukraine

DOI:

https://doi.org/10.15587/1729-4061.2011.1768

Keywords:

Composite vector stochastic process, sub-vector, correlation function

Abstract

The article considers a new class of complex stationary stochastic processes. Expressions are obtained to evaluate mean, variance, and correlation functions. The advantages of composite vector stochastic processes over conventional methods of statistical analysis are shown

Author Biographies

Вячеслав Анатольевич Тихонов, Харьковский университет радиоэлектроники пр. Ленина, 14, г. Харьков, 61166

Доктор физико-математических наук, профессор

Кафедра радиоэлектронных систем

Наталья Валериевна Кудрявцева, Харьковский университет радиоэлектроники пр. Ленина, 14, г. Харьков, 61166

Аспирантка

Кафедра радиоэлектронных систем

Ирина Олеговна Филь, Харьковский университет радиоэлектроники пр. Ленина, 14, г. Харьков, 61166

Студентка

Кафедра радиоэлектронных систем

References

  1. Колмогоров А.Н., Элементы теории функций и функционального анализа. [Текст] / Фомин С.В – М.: Наука, 1972. – 496 с.
  2. Волощук Ю. І. Сигнали та процеси у радіотехніці: Навч. посібник, частина 1. – Харків, ХТУРЕ, 2001. – 550 с.
  3. Бокс Дж., Дженкинс Г. Анализ временных рядов: Пер. с. англ. – М.: Мир, 1974. – Вып.1. – 406 с.

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How to Cite

Тихонов, В. А., Кудрявцева, Н. В., & Филь, И. О. (2012). Mathematical models of composite vector stochastic process. Eastern-European Journal of Enterprise Technologies, 2(4(50), 17–19. https://doi.org/10.15587/1729-4061.2011.1768

Issue

Vol. 2 No. 4(50) (2011): Mathematics and cybernetics - fundamental and applied aspects

Section

Mathematics and Cybernetics - applied aspects

License

Copyright (c) 2014 Вячеслав Анатольевич Тихонов, Наталья Валериевна Кудрявцева, Ирина Олеговна Филь

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