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vom Scheidt, J.; Starkloff, H.-J.; Wunderlich, R. : Asymptotic expansions of integral functionals of vector valued epsilon-correlated processes

vom Scheidt, J.; Starkloff, H.-J.; Wunderlich, R. : Asymptotic expansions of integral functionals of vector valued epsilon-correlated processes


Author(s) :
vom Scheidt, J.; Starkloff, H.-J.; Wunderlich, R.
Title :
Asymptotic expansions of integral functionals of vector valued epsilon-correlated processes
Electronic source :
[gzipped dvi-file] 16 kB
[gzipped ps-file] 50 kB
Preprint series
Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 99-3, 1999
Mathematics Subject Classification :
60G12 [ General second order processes ]
34F05 [ ODE with randomness ]
41A60 [ Asymptotic problems in approximation ]
70L05 [ Random vibrations (general mechanics) ]
Abstract :
In the paper asymptotic expansions for second-order moments of integral functionals of a family of complex vector valued wide-sense stationary and epsilon-correlated random processes are considered. The asymptotic expansions are derived for epsilon tending to 0 and extend the results for real valued functionals to the complex vector valued case.
Keywords :
asymptotic expansion, second-order moment, random differential equation, weakly correlated process, stationary process, random vibration
Language :
english
Publication time :
4/1999

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