I. N. Sinitsyn, V. I. Sinitsyn, I. V. Sergeev, E.. R. Korepanov, V. V. Belousov, V. S. Shorgin, “Mathematical software for normal processes modeling in stochastic systems with complex irrational nonlinearities”, Sistemy i Sredstva Inform., 2015, Volume 25, Issue 2,Pages <nobr>3

This article is cited in 6 papers

Mathematical software for normal processes modeling in stochastic systems with complex irrational nonlinearities

I. N. Sinitsyn, V. I. Sinitsyn, I. V. Sergeev, E.. R. Korepanov, V. V. Belousov, V. S. Shorgin

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

Abstract: Mathematical software for normal stochastic processes (StP) analytical and statistical modeling in differential and difference (discrete) stochastic systems (StS) on manifolds with complex irrational nonlinearities (CIRN) of scalar and vector argument is considered. Typical CIRN and its discrepancy expansions are presented. Equations for the normal approximation method (NAM) and the statistical linearization method (SLM) for normal StP analytical modeling are given. Typical NAM (SLM) integrals and software “StS–CIRN. Analysis” based on cylindrical functions are discussed. Test examples are given.

Keywords: analytical and statistical modeling; complex irrational nonlinearity (CIRN); cylindrical functions; Hermite polynomials; module “StS–CIRN. Analysis”; normal approximation method (NAM); statistical linearization method (SLM).

Received: 28.01.2015

DOI: 10.14357/08696527150201