Markov models of non-Gaussian exponentially correlated processes and their applications

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

Volumn 63, Issue 6, 2001, Pages

  Primak, S ^a   Lyandres, V ^b   Kontorovich, V ^c  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

^b BEN GURION UNIVERSITY OF THE NEGEV   (Israel)

^c Research Center for Advanced Study of Polytechnic Institute of Mexico   (Mexico)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; CORRELATION METHODS; DIFFERENTIAL EQUATIONS; GAUSSIAN NOISE (ELECTRONIC); INTEGRAL EQUATIONS; MARKOV PROCESSES; MATHEMATICAL MODELS; MATRIX ALGEBRA; POISSON DISTRIBUTION; PROBABILITY DENSITY FUNCTION; VIDEO CONFERENCING;

EXPONENTIAL CORRELATION FUNCTIONS; MARKOV MODEL; NON-GAUSSIAN MARKOV PROCESSES; STOCHASTIC DIFFERENTIAL EQUATIONS;

STATISTICAL MECHANICS;

EID: 0035364482     PISSN: 1063651X     EISSN: None     Source Type: Journal    
DOI: 10.1103/PhysRevE.63.061103     Document Type: Article

References (30)

1. S. Primak, Phys. Rev. E 61, 100 (2000).
2. V. Kontorovich and V. Lyandres, IEEE Trans. Signal Process. 42, 1229 (1995).
3. S. Primak and V. Lyandres, IEEE Trans. Signal Process. 46, 1229 (1998).
4. S. Xu, Z. Huang, and Y. Yao, IEEE Trans. Circuits Syst. Video Technol. 10, 63 (2000).
5. S. Xu and Z. Huang, IEEE Trans. Circuits Syst. Video Technol. 8, 138 (1998).
6. D. Middleton, An Introduction to Statistical Communication Theory (McGraw-Hill, New York, 1960).
7. E. Conte and M. Longo, IEE Proc. F, Commun. Radar Signal Process. 134, 191 (1987).
8. A. Farina and P. Lombardo, Electron. Lett. 30, 520 (1994).
9. M. Rangaswamy, D. Weiner, and A. Ozturk, IEEE Trans. Aerosp. Electron. Syst. 29, 111 (1993).
10. A. Fulinski, Z. Grzywna, I. Mellor, Z. Siwy, and P. N. R. Usherwood, Phys. Rev. E 58, 919 (1998).
11. S. Primak and J. LoVetri, CRC, Report, Ottawa, Canada (unpublished).
12. J. Lee, R. Tafazolli, and B. Evans, Electron. Lett. 33, 259 (1997).
13. R. Rosenfeld, Proc. IEEE 88, 1270 (2000).
14. J. Luczka, T. Czernik, and P. Hanggi, Phys. Rev. E 56, 3968 (1997).
15. M. Popescu, C. Arizmendi, A. Salas-Brito, and F. Family, Phys. Rev. Lett. 85, 3321 (2000).
16. C. W. Gardiner, Handbook of Stochastic Methods for Physics, Chemistry and the Natural Sciences (Springer-Verlag, Berlin, 1983).
17. V. Kontorovich and V. Lyandres, IEEE Trans. Signal Process. 43, 2372 (1995).
18. S. Primak, V. Lyandres, O. Kaufman, and M. Kliger, Signal Process. 72, 61 (1999).
19. G. Kotler, V. Kontorovich, V. Lyandres, and S. Primak, Signal Process. 75, 79 (1999).
20. R. L. Stratonovich, Topics in the Theory of Random Noise (Gordon and Breach, New York, 1967), Vol. 1.
21. A. Haddad, IEEE Trans. Inf. Theory 16, 529 (1970).
22. T. Felbinger, S. Schiller, and J. Mlynek, Phys. Rev. Lett. 80, 492 (1998).
23. A. C. Marley, M. J. Higgins, and S. Bhattacharya, Phys. Rev. Lett. 74, 3029 (1995).
24. P. Rao, D. Johnson, and D. Becker, IEEE Trans. Signal Process. 40, 845 (1992).
25. J. Nakayama, IEICE Trans. Fundam. Electron. Commun. Comput. Sci. E77-A, 917 (1994).
26. S. Karlin, A First Course in Stochastic Processes (Academic, New York, 1968).
27. E. Wong, Proc. Symp. Appl. Math. 16, 264 (1964).
28. N. S. Jayant and P. Noll, Digital Coding of Waveforms (Prentice-Hall, Englewood Cliffs, NJ, 1984).
29. Handbook of Mathematical Functions, edited by M. Abramoviz and I. A. Stegun (Dover, New York, 1971).
30. C. W. Helstrom, Markov Processes and Application in Communication Theory (McGraw-Hill, New York, 1968), pp. 26–86.