Work

Determination of the characteristic function of discrete-time conditional linear random process and its application

Year: 2023

Type: article

Abstract: The discrete-time conditional linear random process is defined, and its properties in the context of application for mathematical modelling of information signals in energy and medicine are analyzed. The relation to the continuous-time counterpart is considered on the basis of time sampling and aggregation. One-dimensional and multidimensional characteristic functions of discrete-time conditional linear random process are obtained using conditional characteristic function approach. The conditions for the investigated model to be strict sense stationary are justified.

Source: Scientific journal of the Ternopil national technical university

DOI: 10.33108/visnyk_tntu2023.01.016

Authors: Mykhailo Fryz, Bogdana Mlynko

Institution: Ternopil Ivan Pului National Technical University

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W4376622693

FWCI: 0.151

Cites: 13

Cited by: 1

Related to: 10