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Алгоритм моделирования стационарных случайных процессов с заданными вероятностными характеристиками

Алгоритм моделирования стационарных случайных процессов с заданными вероятностными характеристиками

Abstract

Задача формирования реализаций случайных процессов с задан­ными вероятностными характеристиками имеет ряд важных научно-технических приложений, таких как имитационное моделирование работы систем различного назначения на ЭВМ. Для качественного имитационного моделирования необходимо уметь получать времен­ные реализации сигналов, имеющих заданные законы распределения амплитуд и корреляционные функции определенного вида.

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Keywords

стационарные случайные процессы, корреляционные функции, алгоритм моделирования, заданные вероятностные характеристики, имитационное моделирование

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    popularity
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    influence
    This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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    impulse
    This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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