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Information × Registration Number 0204U003405, 0103U000678 , R & D reports Title Investigation of probability distribution for random values of quadratic functionals of trajectories of Gaussian stationary ergodic processes popup.stage_title Head Virchenko Yuriy Petrovich, Registration Date 16-03-2004 Organization Institute for Single Crystals Scientific and Technology Association "Institute for Single Crystals" National Academy of Sciences of Ukraine popup.description2 Proved is a local limiting theorem for the probability distribution of random moment of the achievement of fixed level. An approximation is obtained for the distribution of the probability of quadratic additive uniform functional of the Winer process trajectories. A special stochastic process of fragmentation with self-similar density of transition probability is investigated. It is shown that there arises a limiting law of statistic distribution in the space of dimensions with exponential asymptotics in the region of large fragment dimensions.5635 Product Description popup.authors popup.nrat_date 2020-04-02 Close
R & D report
Head: Virchenko Yuriy Petrovich. Investigation of probability distribution for random values of quadratic functionals of trajectories of Gaussian stationary ergodic processes. (popup.stage: ). Institute for Single Crystals Scientific and Technology Association "Institute for Single Crystals" National Academy of Sciences of Ukraine. № 0204U003405
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Updated: 2026-03-24