Asymptotic Expansions of Integral Functionals of Weakly Correlated Random Processes

• 31 March 2000
• journal article
• Published by European Mathematical Society - EMS - Publishing House GmbH in Zeitschrift für Analysis und ihre Anwendungen
• Vol. 19  (1) , 255-268
• https://doi.org/10.4171/zaa/949

Abstract

Keywords

• ASYMPTOTIC EXPANSION
• SECOND-ORDER MOMENT
• RANDOM DIFFERENTIAL EQUATION
• WEAKLY CORRELATED PROCESS
• STATIONARY PROCESS
• RANDOM VIBRATION