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

S. Primak, V. Lyandres, V. Kontorovich

Research output: Contribution to journalArticlepeer-review

16 Scopus citations

Abstract

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.

Original languageEnglish
JournalPhysical Review E
Volume63
Issue number6
DOIs
StatePublished - 1 Jan 2001

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Statistics and Probability
  • Condensed Matter Physics

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