Probability distribution of an integral quadratic functional on the trajectories of a complex-valued Ornstein-Uhlenbeck process

DOI10.1007/S10559-005-0029-4zbMath1083.60025OpenAlexW2000887384MaRDI QIDQ2571530

A. S. Mazmanishvili, Yu. P. Virchenko

Publication date: 11 November 2005

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-005-0029-4

zbMATH Keywords

density functionrandom processlocal limiting theorem

Mathematics Subject Classification ID

Gaussian processes (60G15) Stationary stochastic processes (60G10)

Cites Work

• Quantum detection and estimation theory
• A general treatment of rearrangement problems in a linear storage
• Risk and control of a stochastic distributed system using the level exceeding probability of an integral quadratic criterion
• Coherent and Incoherent States of the Radiation Field
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Probability distribution of an integral quadratic functional on the trajectories of a complex-valued Ornstein-Uhlenbeck process