Aspects of Modern Systemic Approach (III): Implications of Random Processes in the Study of Dynamic Systems
Asian Journal of Probability and Statistics · pp. 24–48 · Published 5 Aug 2020
10.9734/ajpas/2020/v8i230203Abstract
The purpose of this study is to familiarize the reader with the diversity of concepts (notions) and stages of development specific to Probability Theory, with the definition and characterization of variables, vectors and random processes, respectively with the most important elements that give random processes. Among these we mention the distribution function, the probability density function, the statistical moments of a random process, the temporal averages, and respectively the correlation (and intercorrelation) of a random signal (process). Also, the implications of random processes in the study of dynamical systems are reviewed, as well as a series of applications specific to the analysis of dynamic behavior.
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