Biomedical subjects

S Primak

Publications and source records attributed to S Primak.

2 recordsLinked to original sources

PubMed2001

Markov models of non-Gaussian exponentially correlated processes and their applications.

We consider three different methods of generating non-Gaussian Markov processes with given probability density functions and exponential correlation functions. All models are based on stochastic differential equations. A number of analytically treatable examples are considered. The results obtained can be used in different areas such as telecommunications and neurobiology.

Journal Article↗

PubMed2000

Generation of compound non-gaussian random processes with a given correlation function

A compound representation of random processes is considered. Each independent component of such a process is considered as the solution of the proper stochastic differential equation (SDE). This guarantees that the process obtained is stationary and ergodic. The analytical expressions are developed for nonlinear coefficients of the generating SDE. Theoretical results are compared with numerical simulation.

Journal Article↗