Distribution approximations for nonlinear functionals of weakly correlated random processes

Zeitschrift für Analysis und ihre Anwendungen

Volumn 16, Issue 1, 1997, Pages 201-216

  Vom Scheldt, J ^a   Mehlhose, S ^a   Wunderlich, R ^a  

^a CHEMNITZ UNIVERSITY OF TECHNOLOGY   (Germany)

Author keywords

Random functions; Random matrix eigenvalue problems; Weakly correlated processes

Indexed keywords

EID: 26444554074     PISSN: 02322064     EISSN: None     Source Type: Journal    
DOI: 10.4171/zaa/759     Document Type: Article

References (8)

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4. Grigoriu, M.: Solution of random eigenvalue problem by crossing theory and perturbation. In: Computational stochastic mechanics (eds.: P. D. Spanos et al.). Southampton: Comput. Mech. Publ. 1991, pp. 81 - 88.
5. Hála, M.: Method of Ritz for random eigenvalue problems. Kybernetika 30 (1994), 263 - 269.
6. Michlin, S. G.: Numerische Realisierung von Variationsmethoden. Berlin: Akademie-Verlag 1969.
7. Scheidt, J. vom and W. Purkert: Random Eigenvalue Problems (North Holland Series in Probabilistic and Applied Mathematics.) New York - Amsterdam - Oxford: North Holland 1984.
8. Scheidt, J. vom: Stochastic Equations of Mathematical Physics. Berlin: Akademie-Verlag 1990.