Abstract

A survey of varios variants of the method of normalization, proposed by the authors as an approximate method for stochastic system research, is given. An idea of a new method of normalization of stochastic systems described by a functional equation of rather general type is presented. This new method is based on canonical expansions of random functions. The output of a system being defined by an approximate canonical expansion is represented as the output of some deterministic linear system with an additive output noise, whose covariance function is independent of the input. Assuming the distribution of this noise to be normal yields an approximate representation of a given stochastic system as a normal system. The application of this method to service systems shows that it can serve as an effective tool for studying complex stochastic systems.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.