Methods of mathematical modeling of non-Gaussian random variables quantities and processes
V. M. Artyushenko, Vladimir Ivanovich Volovach · Informacionno-technologicheskij vestnik · 2019
Mathematical methods allowing to model non-Gaussian random variables and processes are considered. The models and description of non-Gaussian correlated processes in the form of generated Gaussian noise are analyzed, as well as the methods of formation of stationary random processes defined by the one-dimensional density distribution of Vero -abilities and the autocorrelation function. Examples of formation of non-Gaussian random variables and processes are given.