Functional distributions modeling over trajectories ensemble of non-stationary time series
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.
non-stationary time series, ensemble of trajectories, mathematical modeling, functional distributions
Publication language:russian, pages:14
Mathematical modelling in actual problems of science and technics