I. N. Sinitsyn, “Parametrical statistical and analytical modeling of distributions in nonlinear stochastic systems on manifolds”, Inform. Primen., 2013, Volume 7, Issue 2,Pages <nobr>4

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Parametrical statistical and analytical modeling of distributions in nonlinear stochastic systems on manifolds

I. N. Sinitsyn

IPI RAN

Abstract: Discrete parametrical statistical and analytical modeling methods in nonlinear Ito stochastic systems on manifolds with Wiener and Poisson noises have been developed. For one- and multidimensional densities parametrization, the coefficients in orthogonal expansions of different orders are taken. Special attention is paid to nonlinear correlational theory of statistical and analytical modeling.

Keywords: analytical modeling; method of normal approximation; nonlinear correlational theory; nonlinear Ito stochastic system on manifold; orthogonal expansions method; parametrization of one- and multidimensional densities; statistical linearization method; statistical modeling.