منابع مشابه
Winding of planar gaussian processes
We consider a smooth, rotationally invariant, centered gaussian process in the plane, with arbitrary correlation matrix Ctt′ . We study the winding angle φt around its center. We obtain a closed formula for the variance of the winding angle as a function of the matrix Ctt′ . For most stationary processes Ctt′ = C(t− t′) the winding angle exhibits diffusion at large time with diffusion coefficie...
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Baoquan Kou 1,*, Feng Xing 1, Chaoning Zhang 2, Lu Zhang 1, Yiheng Zhou 1 and Tiecheng Wang 1 1 School of Electrical Engineering and Automation, Harbin Institute of Technology, Harbin 150001, China; [email protected] (F.X.); [email protected] (L.Z.); [email protected] (Y.Z.); [email protected] (T.W.) 2 Faculty of Technology, Policy and Management(TPM), Delft University of Technology, Del...
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ژورنال
عنوان ژورنال: Metrika
سال: 2010
ISSN: 0026-1335,1435-926X
DOI: 10.1007/s00184-010-0339-z