ON THE OUTPUT PROBABILITY DENSITY FUNCTION OF A LAMINAR DEVICE WITH CERTAIN NON-GAUSSIAN RANDOM INPUTS,

Abstract

The classical problem of determining the output probability density function (p.d.f.) of a zero-memory, oneto-one nonlinear device followed by a linear filter is treated. When the input random process is stationary, gaussian, and lst-order Markoff, the output p.d.f. is shown to be the solution to a certain Fokker-Planck Forward Diffusion Equation. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1962
Accession Number
AD0606417

Entities

People

  • G. M. Northrop

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Data Science
  • Diffusion
  • Equations
  • Information Science
  • Mathematics
  • Probability
  • Probability Density Functions
  • Random Variables
  • Stationary

Readers

  • Statistical inference.