A stochastic model of information channels with random loads and random intensities: The Pseudo-Poisson type random processes approach.

Autor:	Rusakov, Oleg V., Yakubovich, Yuri V., Laskin, Michael B.
Předmět:	INFORMATION modeling STOCHASTIC processes STOCHASTIC models SELF-similar processes ORNSTEIN-Uhlenbeck process STOCHASTIC analysis LIMIT theorems
Zdroj:	AIP Conference Proceedings; 2023, Vol. 2700 Issue 1, p1-8, 8p
Abstrakt:	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. [ABSTRACT FROM AUTHOR]
Databáze:	Complementary Index
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