Generation of compound non-Gaussian random processes with a given correlation function

Physical Review E - Statistical Physics, Plasmas, Fluids, and Related Interdisciplinary Topics

Volumn 61, Issue 1, 2000, Pages 100-103

  Primak, S ^a  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIAL EQUATIONS; STOCHASTIC SYSTEMS;

ANALYTICAL EXPRESSIONS; CORRELATION FUNCTION; ERGODICS; INDEPENDENT COMPONENTS; NON-GAUSSIAN RANDOM PROCESS; NONLINEAR COEFFICIENT; STOCHASTIC DIFFERENTIAL EQUATIONS;

RANDOM PROCESSES;

EID: 0001787487     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.61.100     Document Type: Article

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