Abstract
The object of research is the process of mathematical modelling of a multidimensional random signal, which in the structure of its generation is the sum of a large number of random impulses that occur at random times. Examples of stochastic signals of this type can be, in particular, electroencephalographic and cardiographic signals, photoplethysmography signals, resource consumption processes (electricity, gas, water consumption), radar signals, vibrations of bearings of electric machines and others. A common mathematical model (especially in the multidimensional case) of this type of signal is a linear random process that allows the signal to be represented as the sum of a large number of stochastically independent random impulses that occur at Poisson moments. If the impulses are stochastically dependent (or the moments of time of their appearance are not Poisson), then the mathematical model is a conditional linear random process. The definition and analysis of the probabilistic properties of such processes for the multidimensional case have not been conducted. The paper defines a multidimensional conditional linear random process, each component of which is represented as a stochastic integral of a random kernel driven by a process with independent increments. Expressions for the characteristic function and moment functions of the specified process are obtained. The approach used was to use the mathematical apparatus of conditional characteristic functions, as well as the known representation of an infinitely divisible characteristic function of a linear random process as a functional of a process with independent increments. The obtained results provide a possibility for theoretical analysis of probabilistic properties of multichannel stochastic signals, the mathematical model of which is a multidimensional conditional linear random process. Justification of their properties of stationarity or cyclostationarity, which are the consequence of corresponding properties of the kernel and process with independent increments, can be carried out.
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