Method of Describing Non-Markovian Processes Defined by Linear Integral Transformation
| Authors: Morozov A.N. | Published: 25.04.2014 |
| Published in issue: #3(14)/2004 | |
| DOI: | |
| Category: Applied Mathematics and Methods of Mathematical Simulation | |
| Keywords: | |
A method to find the L-dimensional characteristic function of a random process, obtained by the linear integral transformation of a process with independent increments, is suggested. The developed method is shown to be applicable for describing non-Markovian processes, especially the flicker effect.
