Markov models of non-Gaussian exponentially correlated processes and their applications.
We consider three different methods of generating non-Gaussian Markov processes with given probability density functions and exponential correlation functions. All models are based on stochastic differential equations. A number of analytically treatable examples are considered. The results obtained can be used in different areas such as telecommunications and neurobiology.
Primak
S
S
Department of Electrical and Computer Engineering, The University of Western Ontario, London, Ontario, Canada N6A 5B9. primak@engga.uwo.ca
Lyandres
V
V
Kontorovich
V
V