Some general properties of elliptically symmetric and some related random processes

Oldřich Kropáč

Kybernetika (1981)

  • Volume: 17, Issue: 5, page 401-412
  • ISSN: 0023-5954

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Kropáč, Oldřich. "Some general properties of elliptically symmetric and some related random processes." Kybernetika 17.5 (1981): 401-412. <http://eudml.org/doc/28653>.

@article{Kropáč1981,
author = {Kropáč, Oldřich},
journal = {Kybernetika},
keywords = {special class of generally non-Gaussian random processes; elliptically symmetric distributions},
language = {eng},
number = {5},
pages = {401-412},
publisher = {Institute of Information Theory and Automation AS CR},
title = {Some general properties of elliptically symmetric and some related random processes},
url = {http://eudml.org/doc/28653},
volume = {17},
year = {1981},
}

TY - JOUR
AU - Kropáč, Oldřich
TI - Some general properties of elliptically symmetric and some related random processes
JO - Kybernetika
PY - 1981
PB - Institute of Information Theory and Automation AS CR
VL - 17
IS - 5
SP - 401
EP - 412
LA - eng
KW - special class of generally non-Gaussian random processes; elliptically symmetric distributions
UR - http://eudml.org/doc/28653
ER -

References

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  1. K. C. Chu, Estimation and decision for linear systems with elliptical random processes, IEEE Trans. Automat. Control AC-18 (1973), 5, 499-505. (1973) Zbl0263.93049MR0441500
  2. O. Kropáč, Rozdělení pravděpodobnosti s náhodnými parametry a jejich inženýrské aplikace, Strojn. Čas. 31 (1980), 5, 597-622. (1980) 
  3. O. Kropáč, Analytical treatment of some empirical characteristics of environmental processes, ARTI Rep. No. Z-32, Prague (in print). 
  4. O. Kropáč, Some properties and applications of probability distributions based on MacDonald function, (to be published). 
  5. D. K. McGraw J. F. Wagner, Elliptically symmetric distributions, Trans. IEEE Inform. Theory 1T-14 (1968), 1, 110-120. (1968) 
  6. R. Price, A useful theorem for nonlinear devices having Gaussian inputs, Trans. IRE IT-4 (1958), 2, 69-72. (1958) Zbl0108.30605MR0122618
  7. S. O. Rice, Mathematical analysis of random noise, Bell Syst. Techn. J. 23 (1944), 3, 282-332 and 24 (1945), 1, 46-156. (1944) Zbl0063.06485MR0011918
  8. A. A. Свешников, Прикладные методы теории случайных функций, (2-oe изд.). Hayкa- ФМЛ, Mocквa 1968. (1968) Zbl1099.01025
  9. Б. И. Tихонов, Выбросы случайных процессов, Hayкa-ФМЛ, Mocквa 1970. (1970) Zbl0379.62039

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