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The correlation functions design for the pulse process with independent intervals

Keywords:

V. P. Yakovlev – Dr.Sc.(Phys.-Math.), Moscow Institut of Entrepreneurship and Law


The financial and industrial streams models used the pulse sequences with independent intervals between pulses. The streams correlation function must be developed with using the spectral characteristics. The pulses with linear and avalanche intense growth was designed. The pulse length and its distances distributed by the generalized Poisson laws. The dependence the correlation coefficient and dispersion process from the pulse probability parameters was discussed.
References:

  1. Cy'bakov B.S., Jakovlev V.P. Shirina spektral'ny'x linij impul'snoj avtokolebatel'noj sistemy' // Radiotexnika i e'lektronika 1959. T. 4. № 3.
  2. Ry'tov S.M. O spektre kvaziperiodicheskogo sluchajnogo proczessa // Izv. vuzov. Radiofizika. 1959. T. 2. № 1.
  3. Kosheleva N.E.. Jakovlev V.P. Raschet spektra impul'snogo sluchajnogo proczessa s nezavisimy'mi intervalami // Radiotexnika i e'lektronika. 1993. № 3.
  4. Jakovlev V.P. Gruby'e sistemy' i gruby'e ponyatiya // Uspexi sovremennoj radioe'lektroniki. 2006. № 11.
  5. Chety'rkin E.M. Finansovaya matematika. M.: Delo. 2005.

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