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Itogi Nauki i Tekhniki. Sovremennaya Matematika i ee Prilozheniya. Tematicheskie Obzory, 2024, Volume 233, Pages 118–126 DOI: https://doi.org/10.36535/2782-4438-2024-233-118-126
(Mi into1284)
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On some properties of stationary stochastic processes with fuzzy states
V. L. Khatskevich Russian Air Force Military Educational and Scientific Center of the "N. E. Zhukovskiy and Yu. A. Gagarin Air Force Academy", Voronezh
DOI:
https://doi.org/10.36535/2782-4438-2024-233-118-126
Abstract:
In this work, continuous stochastic processes with fuzzy states are studied. The main attention is paid to the class of stationary fuzzy stochastic processes. The properties of their numerical characteristics are established: fuzzy expectations, expectations, and correlation functions. Their spectral representation and the generalized Wiener–Khinchin theorem are substantiated. The results obtained are based on the properties of fuzzy stochastic variables and numerical stochastic processes. Triangular fuzzy stochastic processes are considered as examples.
Keywords:
continuous stochastic process, fuzzy state, fuzzy expectation, correlation function, spectral decomposition
Citation:
V. L. Khatskevich, “On some properties of stationary stochastic processes with fuzzy states”, Proceedings of the Voronezh international spring mathematical school "Modern methods of the theory of boundary-value problems. Pontryagin readings—XXXIV", Voronezh, May 3-9, 2023, Part 4, Itogi Nauki i Tekhniki. Sovrem. Mat. Pril. Temat. Obz., 233, VINITI, Moscow, 2024, 118–126
Linking options:
https://www.mathnet.ru/eng/into1284 https://www.mathnet.ru/eng/into/v233/p118
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| Statistics & downloads: |
| Abstract page: | 129 | | Full-text PDF : | 66 | | References: | 43 |
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