I. N. Sinitsyn, V. I. Sinitsyn, E. R. Korepanov, “Modeling of normal processes in stochastic systems with complex transcendental nonlinearities”, Inform. Primen., 2015, Volume 9, Issue 2,Pages <nobr>23

This article is cited in 7 papers

Modeling of normal processes in stochastic systems with complex transcendental nonlinearities

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

Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 44-2 Vavilov Str., Moscow 119333, Russian Federation

Abstract: Development of methods for analytical and statistical modeling for discrete and continuous stochastic systems (StS) with Wiener and Poisson noises and with complex transcendental nonlinearities (CTN) is given. Typical representation of scalar and vector CTN is considered. Equations for the normal approximation method (NAM) and the method of statistical linearization (MSL) are deduced. Also, NAM and MSL for StS with CTN algorithms are given. Test examples are presented. Some generalizations are given.

Keywords: analytical and statistical modeling; complex transcendental nonlinearities (CTN); Hermite polynomials; method of statistical linearization (MSL); normal approximation method (NAM); stochastic systems (StS).

Received: 25.02.2015

DOI: 10.14357/19922264150203