Statistical instability of physical processes

Игорь Ильич Горбань · Radioelectronics and Communications Systems · 2011

New parameters describing disturbance of statistical stability on a finite observation interval are proposed. Measuring units that allow to quantitatively characterize disturbance of statistical stability for the known and new statistical instability parameters. It is shown that fluctuations of expected value, which lead to changes of mean expected value, and dispersion fluctuations under certain parameters play an essential role in disturbance of statistical stability. Change ranges of sampling statistical instability parameter values weakly depend on the distribution law.

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