Zobrazeno 1 - 10
of 24
pro vyhledávání: '"A. N. Miroshin"'
Publikováno v:
Научный вестник МГТУ ГА, Iss 211, Pp 132-135 (2016)
Measurements of the spectrum of turbulent pressure fluctuations in the damping cavities under perforated plate were conducted in streamlined turbulent flow.
Externí odkaz:
https://doaj.org/article/cba26c547dec4a50bedd31b82cd2f389
Autor:
R. N. Miroshin
Publikováno v:
Vestnik St. Petersburg University, Mathematics. 50:24-31
A family of one-dimensional continuous-time Markov processes is considered, for which the author has earlier determined the transition probabilities by directly solving the Kolmogorov–Chapman equation; these probabilities have the form of single in
Autor:
Roman N. Miroshin
Publikováno v:
Vestnik of Saint Petersburg University. Mathematics. Mechanics. Astronomy. 4:38-48
Autor:
Roman N. Miroshin
Publikováno v:
Vestnik St. Petersburg University: Mathematics. 49:122-129
The bilinear Chapman–Kolmogorov equation determines the dynamical behavior of Markov processes. The task to solve it directly (i.e., without linearizations) was posed by Bernstein in 1932 and was partially solved by Sarmanov in 1961 (solutions are
Autor:
R. N. Miroshin
Publikováno v:
Vestnik St. Petersburg University: Mathematics. 48:82-88
It is known that the variance of the number of zeros of a differentiable Gaussian stationary process whose correlation function has spectrum with a continuous component can be represented by the integral of a complicated function. Previously, the aut
Autor:
R. N. Miroshin
Publikováno v:
Vestnik St. Petersburg University: Mathematics. 47:115-122
The variance of the number of zeros of a Gaussian differentiable stationary process in a finite time interval can be represented by a single integral of a sophisticated function having singularities in the vicinity of zero, which complicates computer
Autor:
R. N. Miroshin
Publikováno v:
Vestnik St. Petersburg University: Mathematics. 43:63-67
The nonlinear equation mentioned in the title is the basic one in the theory of Markov processes. In the case of a discrete-state process, its solution is given by the transition probability function. Usually, solving this equation amounts to solving
Autor:
R. N. Miroshin
Publikováno v:
Vestnik St. Petersburg University: Mathematics. 42:130-134
The Chapman-Kolmogorov nonlinear integral equation is of fundamental importance in the theory of Markov stochastic processes. The solution to this equation is the transition probability density. It is usually solved by means of reducing to a linear e
Autor:
R. N. Miroshin
Publikováno v:
Vestnik St. Petersburg University: Mathematics. 40:253-259
By applying integral transformations, we obtain some solutions to the Chapman-Kolmogorov equation. These are illustrated by examples.
Autor:
R. N. Miroshin
Publikováno v:
Mathematical Notes. 82:357-365
Multiple integrals generalizing the iterated kernels of integral operators are expressed as single integrals in the case of a special representation of the kernel (this is our theorem). Besides integral equations, Markov processes involve these integ