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Keldysh Institute preprints, 2016, 101, 14 pages (Mi ipmp2175)  

This article is cited in 2 scientific papers (total in 2 papers)

Functional distributions modeling over trajectories ensemble of non-stationary time series

Yu. N. Orlov, S. L. Fedorov


Abstract: The empirical distributions of functional including moments, defining over the ensemble of trajectories of non-stationary time-series, are investigated. The distribution of time-series is determined by some empirical kinetic equation of diffusion type. This approach enables to solve several problems in the area of stochastic control, connecting with self-organization effects.

Keywords: non-stationary time series, ensemble of trajectories, mathematical modeling, functional distributions.

Funding Agency Grant Number
Russian Foundation for Basic Research 15-01-07944_а


DOI: https://doi.org/10.20948/prepr-2016-101

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Document Type: Preprint

Citation: Yu. N. Orlov, S. L. Fedorov, “Functional distributions modeling over trajectories ensemble of non-stationary time series”, Keldysh Institute preprints, 2016, 101, 14 pp.

Citation in format AMSBIB
\Bibitem{OrlFed16}
\by Yu.~N.~Orlov, S.~L.~Fedorov
\paper Functional distributions modeling over trajectories ensemble of non-stationary time series
\jour Keldysh Institute preprints
\yr 2016
\papernumber 101
\totalpages 14
\mathnet{http://mi.mathnet.ru/ipmp2175}
\crossref{https://doi.org/10.20948/prepr-2016-101}


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  • http://mi.mathnet.ru/eng/ipmp/y2016/p101

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    Citing articles on Google Scholar: Russian citations, English citations
    Related articles on Google Scholar: Russian articles, English articles

    This publication is cited in the following articles:
    1. A. A. Kislitsyn, A. B. Kozlova, E. L. Masherov, Yu. N. Orlov, “Numerical algorithm for self-consistent stationary level for multidimensional non-stationary time-series”, Preprinty IPM im. M. V. Keldysha, 2017, 124, 14 pp.  mathnet  crossref
    2. A. A. Kislitsyn, A. B. Kozlova, M. B. Korsakova, E. L. Masherov, Yu. N. Orlov, “Statsionarnaya tochka urovnya znachimosti dlya nestatsionarnykh funktsii raspredeleniya”, Preprinty IPM im. M. V. Keldysha, 2018, 113, 20 pp.  mathnet  crossref
  • Препринты Института прикладной математики им. М. В. Келдыша РАН
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