Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states
- 1 November 2013
- journal article
- Published by Pleiades Publishing Ltd in Journal of Computer and Systems Sciences International
- Vol. 52 (6) , 854-865
Abstract
In the solution of sampling problem, a requirement is that the probability of skipping a state must not exceed a prescribed value. A general solution is obtained that makes it possible to construct approximate procedures of various accuracy. Formulas for the Erlang distribution of the stay times and formulas based on the recalculation of the first two moments are obtained. Computed characteristics are presented and an illustrative example is discussed.Keywords
This publication has 2 references indexed in Scilit:
- Sampling and reconstruction of piecewise constant stochastic processes with Erlang stay time in statesJournal of Computer and Systems Sciences International, 2011
- Sampling-reconstruction of Markov processes with a finite number of statesJournal of Computer and Systems Sciences International, 2010