First-order probability density function of the laser speckle phase

1980 ◽  
Vol 12 (6) ◽  
pp. 477-494 ◽  
Author(s):  
Jun Uozumi ◽  
Toshimitsu Asakura
Keyword(s):  
Probability Density Function ◽  
Probability Density ◽  
Density Function ◽  
Laser Speckle ◽  
First Order ◽  
Order Probability

On some distributional properties of a first-order nonnegative bilinear time series model

2001 ◽  
Vol 38 (3) ◽  
pp. 659-671 ◽  
Author(s):  
Zhiqiang Zhang ◽  
Howell Tong
Keyword(s):  
Time Series ◽  
Probability Density Function ◽  
Numerical Method ◽  
Probability Density ◽  
Density Function ◽  
Stationary Distribution ◽  
Time Series Model ◽  
First Order ◽  
Distributional Properties ◽  
Tail Behaviour

We study a simple first-order nonnegative bilinear time-series model and give conditions under which the model is stationary. The probability density function of the stationary distribution (when it exists) is found. We also discuss the tail behaviour of the stationary distribution and calculate the probability density function by a numerical method. Simulation is used to check the calculation.

On some distributional properties of a first-order nonnegative bilinear time series model

2001 ◽  
Vol 38 (03) ◽  
pp. 659-671
Author(s):  
Zhiqiang Zhang ◽  
Howell Tong
Keyword(s):  
Time Series ◽  
Probability Density Function ◽  
Numerical Method ◽  
Probability Density ◽  
Density Function ◽  
Stationary Distribution ◽  
Time Series Model ◽  
First Order ◽  
Distributional Properties ◽  
Tail Behaviour

We study a simple first-order nonnegative bilinear time-series model and give conditions under which the model is stationary. The probability density function of the stationary distribution (when it exists) is found. We also discuss the tail behaviour of the stationary distribution and calculate the probability density function by a numerical method. Simulation is used to check the calculation.

Sign in / Sign up

Export Citation Format

Share Document