RUS  ENG
Full version
JOURNALS // Informatika i Ee Primeneniya [Informatics and its Applications] // Archive

Inform. Primen., 2015 Volume 9, Issue 1, Pages 2–8 (Mi ia352)

This article is cited in 9 papers

Analytical modeling of normal processes in stochastic systems with complex irrational nonlinearities

I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov

Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of Russian Academy of Sciences

Abstract: Stochastic systems (including manifolds) with Wiener and Poisson noises and complex irrational nonlinearities (CIRN) are considered. Equations and algorithms of analytical modeling based on the normal approximation method (NAM) and the statistical linearization method (SLM) are given. Typical integrals and software based on cylindrical functions for computing deterministic and stochastic CIRN are presented. Seven test examples for typical CIRN are given. Applications to Gibbs distributions and distributions with invariant measure are discussed.

Keywords: analytical and statistical modeling; complex irrational nonlinerarity (CIRN); normal approximation method (NAM); statistical linearization method (SLM); test examples.

Received: 15.01.2015

DOI: 10.14357/19922264150101



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2024