Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states

Yu A. Goritskii; V. A. Kazakov

doi:10.1134/S1064230713050080

Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states

Yu A. Goritskii, V. A. Kazakov

Escuela Superior de Ingeniería Mecánica y Eléctrica (ESIME), Unidad Zacatenco

Research output: Contribution to journal › Article › peer-review

2 Scopus citations

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. Original Russian Text

Original language	English
Pages (from-to)	854-865
Number of pages	12
Journal	Journal of Computer and Systems Sciences International
Volume	52
Issue number	6
DOIs	https://doi.org/10.1134/S1064230713050080
State	Published - Nov 2013

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title = "Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states",

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. Original Russian Text",

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AU - Kazakov, V. A.

PY - 2013/11

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N2 - 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. Original Russian Text

AB - 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. Original Russian Text

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U2 - 10.1134/S1064230713050080

DO - 10.1134/S1064230713050080

M3 - Artículo

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VL - 52

SP - 854

EP - 865

JO - Journal of Computer and Systems Sciences International

JF - Journal of Computer and Systems Sciences International

IS - 6

ER -

Sampling of piecewise constant stochastic processes with smooth distributions of stay time in states

Abstract

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