Constructive Models of Random Sequences with Specified Statistical Properties and Their Application

The authors set up constructive models of stationary ergodic random sequences with specified finite-dimensional probability distributions, which provide, in particular, a representation of random sequences with specified one-dimensional distributions and autocorrelation functions. These models are described by piecewise-linear recursive relations that are easy to implement on computers. Problems of using the models for solving problems dealing with information transmission systems are discussed.