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Applied Physics and Mathematics

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MEASUREMENT PROBABILITY OF DISTRIBUTION OF PROCESS HAVING STEP CORRELATION FUNCTION. INTERPOLATION
А.I. ZAIKO

The paper proposes algorithms and error estimations for measuring densities and distributions of random process having step correlation function, considering reconstruction of its trajectory between samples.
Keywords: ergodic random process, step correlation function, probabilities density and distributions, measurement algorithms, interpolation of realizations.


DOI: 10.25791/pfim.01.2020.1149

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Pp. 19-22.

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