Research output: Contribution to journal › Conference article › peer-review
A stochastic model of information channels with random loads and random intensities: The Pseudo-Poisson type random processes approach. / Якубович, Юрий Владимирович; Русаков, Олег Витальевич; Ласкин, Михаил Борисович.
In: AIP Conference Proceedings, Vol. 2700, No. 1, 09.03.2023.Research output: Contribution to journal › Conference article › peer-review
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TY - JOUR
T1 - A stochastic model of information channels with random loads and random intensities: The Pseudo-Poisson type random processes approach
AU - Якубович, Юрий Владимирович
AU - Русаков, Олег Витальевич
AU - Ласкин, Михаил Борисович
PY - 2023/3/9
Y1 - 2023/3/9
N2 - A stochastic model of an information channel with random intensities and random loads is constructed. We investigate a model of an information flow in which some part of information from "the past"is projected to "the present"and another part of the information is left behind. The "present"information is supplemented by some innovations which replace the vanished information. We obtain several limit theorems for normed sums of independent identically distributed information channels. A class of limit processes consists of various generalizations of the Ornstein-Uhlenbeck process. We also describe a construction of self-similar processes with a wide range of one-dimensional distributions of their truncations.
AB - A stochastic model of an information channel with random intensities and random loads is constructed. We investigate a model of an information flow in which some part of information from "the past"is projected to "the present"and another part of the information is left behind. The "present"information is supplemented by some innovations which replace the vanished information. We obtain several limit theorems for normed sums of independent identically distributed information channels. A class of limit processes consists of various generalizations of the Ornstein-Uhlenbeck process. We also describe a construction of self-similar processes with a wide range of one-dimensional distributions of their truncations.
UR - https://www.mendeley.com/catalogue/cb14a50f-7a32-302d-ad76-e4533be94ca1/
U2 - 10.1063/5.0125020
DO - 10.1063/5.0125020
M3 - Conference article
VL - 2700
JO - AIP Conference Proceedings
JF - AIP Conference Proceedings
SN - 0094-243X
IS - 1
T2 - MIST Aerospace - IV - 2021: Передовые технологии в аэрокосмической отрасли, машиностроении и автоматизации
Y2 - 10 December 2021
ER -
ID: 114630062