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KIAM Preprint № 101, Moscow, 2016
Authors: Orlov Y. N., Fedorov S.L.
Functional distributions modeling over trajectories ensemble of non-stationary time series
Abstract:
The empirical distributions of functional including moments, defining over the ensemble of trajectories of non-stationary time-series, are investigated. The distribution of time-series is determined by some empirical kinetic equation of diffusion type. This approach enables to solve several problems in the area of stochastic control, connecting with self-organization effects.
Keywords:
non-stationary time series, ensemble of trajectories, mathematical modeling, functional distributions
Publication language: russian,  pages: 14
Research direction:
Mathematical modelling in actual problems of science and technics
Russian source text:
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