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JOURNALS
// Problemy Peredachi Informatsii
// Archive
Probl. Peredachi Inf.,
1985
Volume 21,
Issue 4,
Pages
41–48
(Mi ppi1005)
This article is cited in
1
paper
Methods of Signal Processing
Calculation of Distribution of Convolution of a Wiener Process
A. A. Klyachko
,
Yu. V. Solodyannikov
Abstract:
The authors calculate the distribution of the convolution
$$ \int^\tau_0 w(t)w(\tau-t)dt $$
of a standard Wiener process
$w(t)$
. Some applications of this functional are considered.
UDC:
621.391.1:519.27
Received:
26.09.1983
Revised:
19.01.1984
Fulltext:
PDF file (617 kB)
Cited by
English version:
Problems of Information Transmission, 1985,
21
:4,
279–384
Bibliographic databases:
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Steklov Math. Inst. of RAS
, 2024