General relation for stationary probability density functions
نویسندگان
چکیده
منابع مشابه
Stationary probability density functions: An exact result
An exact expression is obtained for the probability density function (pdf) of any quantity measured in a general stationary process, in terms of conditional expectations of time derivatives of the signal. This expression indicates that the conditional expectations of both the time derivative squared and of the second time derivative influence the shape of the pdf, including its tails. A previou...
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ژورنال
عنوان ژورنال: Physical Review E
سال: 1995
ISSN: 1063-651X,1095-3787
DOI: 10.1103/physreve.51.4466