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1995-1996 | 23 | 1 | 83-93
Tytuł artykułu

Computer-aided modeling and simulation of electrical circuits with α-stable noise

Treść / Zawartość
Warianty tytułu
Języki publikacji
EN
Abstrakty
EN
The aim of this paper is to demonstrate how the appropriate numerical, statistical and computer techniques can be successfully applied to the construction of approximate solutions of stochastic differential equations modeling some engineering systems subject to large disturbances. In particular, the evolution in time of densities of stochastic processes solving such problems is discussed.
Rocznik
Tom
23
Numer
1
Strony
83-93
Opis fizyczny
Daty
wydano
1995
otrzymano
1994-08-16
Twórcy
  • Hugo Steinhaus Center for Stochastic Methods, Technical University of Wrocław, 50-370 Wrocław, Poland
Bibliografia
  • J. Berger and B. Mandelbrot (1963), A new model for error clustering in telephone circuits, IBM J. Res. and Develop. 7, 224-236.
  • L. M. Berliner (1992), Statistics, probability and chaos, Statist. Sci. 7, 69-90.
  • J. M. Chambers, C. L. Mallows and B. Stuck (1976), A method for simulating stable random variables, J. Amer. Statist. Assoc. 71, 340-344.
  • S. Chatterjee and M. R. Yilmaz (1992), Chaos, fractals and statistics, ibid. 7, 49-68.
  • L. Devroye (1987), A Course in Density Estimation, Birkhäuser, Boston.
  • L. Gajek and A. Lenic (1993), An approximate necessary condition for the optimal bandwidth selector in kernel density estimation, Applicationes Math. 22, 123-138.
  • C. W. Gardiner (1983), Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences, Springer, New York.
  • W. Härdle, P. Hall and J. S. Marron (1988), How far are automatically chosen regression smoothing parameters from their optimum? (with comments), J. Amer. Statist. Assoc. 74, 105-131.
  • A. Janicki (1995), Computer simulation of a nonlinear model for electrical circuits with α-stable noise, this volume, 95-105.
  • A. Janicki, Z. Michna and A. Weron (1994), Approximation of stochastic differential equations driven by α-stable Lévy motion, preprint.
  • A. Janicki and A. Weron (1994), Can one see α-stable variables and processes?, Statist. Sci. 9, 109-126.
  • A. Janicki and A. Weron (1994a), Simulation and Chaotic Behavior of α-Stable Stochastic Processes, Marcel Dekker, New York.
  • M. Kanter (1975), Stable densities under change of scale and total variation inequalities, Ann. Probab. 31, 697-707.
  • A. Lasota and M. C. Mackey (1994), Chaos, Fractals, and Noise. Stochastic Aspects of Dynamics, Springer, New York.
  • B. Mandelbrot and J. W. van Ness (1968), Fractional Brownian motions, fractional noises and applications, SIAM Rev. 10, 422-437.
  • M. Shao and C. L. Nikias (1993), Signal processing with fractional lower order moments: stable processes and their applications, Proc. IEEE 81, 986-1010.
  • B. W. Stuck and B. Kleiner (1974), A statistical analysis of telephone noise, Bell Syst. Tech. J. 53, 1263-1320.
  • A. Weron (1984), Stable processes and measures: A survey, in: Probability Theory on Vector Spaces III, D. Szynal and A. Weron (eds.), Lecture Notes in Math. 1080, Springer, New York, 306-364.
Typ dokumentu
Bibliografia
Identyfikatory
Identyfikator YADDA
bwmeta1.element.bwnjournal-article-zmv23i1p83bwm
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