Some Classes of Analytic Random Processes,

Abstract

The functional properties of realizations of random processes are of considerable theoretical and practical interest. These properties are particularly important when processes which are well-defined mathematically are considered as models for natural random phenomena such as interfering noise sources or variations in system parameters. In such cases the properties of the individual realizations or sample functions of the processes must be compatible with their physical origin. Investigation of the sample function behavior of the modeling processes can often be valuable not only as an aid in choosing the appropriate mathematical model but also for indicating those areas in which the model may be inappropriate. The concern of this paper will not be with physical processes per se but with the functional properties of many common mathematical approximations to such processes. (Author)

Document Details

Document Type
Technical Report
Publication Date
Feb 01, 1971
Accession Number
AD0721750

Entities

People

  • John B. Thomas
  • Kevin C. Daly

Organizations

  • Princeton University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Mathematical Models

Readers

  • Computational Modeling and Simulation
  • Statistical inference.
  • Systems Analysis and Design