A systematic approach to a class of problems in the theory of noise and other random phenomena.

A. J. F. Siegert, D. A. Darling

ResearchPublished 1957

The development of a perturbation formalism which relates the solutions of the integral equations belonging to two different functions <>. If the transition probability density for <> is the principal solution of two partial differential equations of the Fokker-Planck-Kolmogoroff type, the principal solution of two similar differential equations is the solution of the integral equations. Integral equations with a single variable are discussed, and several examples of quadratic functions of a stationary, n-dimensional, Markoffian Gaussian random process are presented.

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  • Copyright: RAND Corporation
  • Availability: Available
  • Year: 1957
  • Print Format: Paperback
  • Paperback Pages: 81
  • Paperback Price: $25.00
  • Document Number: RM-1973

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RAND Style Manual
Siegert, A. J. F. and D. A. Darling, A systematic approach to a class of problems in the theory of noise and other random phenomena. RAND Corporation, RM-1973, 1957. As of September 12, 2024: https://www.rand.org/pubs/research_memoranda/RM1973.html
Chicago Manual of Style
Siegert, A. J. F. and D. A. Darling, A systematic approach to a class of problems in the theory of noise and other random phenomena. Santa Monica, CA: RAND Corporation, 1957. https://www.rand.org/pubs/research_memoranda/RM1973.html. Also available in print form.
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