RUS  ENG
Full version
JOURNALS // Trudy Instituta Matematiki i Mekhaniki UrO RAN // Archive

Trudy Inst. Mat. i Mekh. UrO RAN, 2026, Volume 32, Number 1, Pages 88–104 (Mi timm2237)

Properties of random stochastic matrices in the detection problem for a small signal-to-noise ratio

A. A. Galyaev, L. M. Berlin, P. V. Lysenko, V. G. Babikov, A. P. Potapov

V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences, Moscow

Abstract: The article considers the problem of detecting a useful harmonic signal in noise for a small signal-to-noise ratio. A new detection mechanism based on the construction of a stochastic matrix based on a single signal window is proposed. The properties of the considered limit matrices and their limit vectors are investigated and established, for which the corresponding lemmas and theorems are formulated and proved. Formulas are obtained that relate these vectors to the noise envelope with known parameters.

Keywords: signal processing, multiple improper integrals, Fourier transform, signal detection in noise, random stochastic matrix.

UDC: 517.54

MSC: 60B20, 94A13

Received: 08.10.2025
Revised: 18.12.2025
Accepted: 22.12.2025

DOI: 10.21538/0134-4889-2026-32-1-88-104



Bibliographic databases:


© Steklov Math. Inst. of RAS, 2026