Interconnection characteristics of random values from the distributions with heavy tails

被引：0

作者：

Moiseev, S.N. ^{[1
]}

机构：

[1] Voronezhskij GU, Voronezh, Russia

来源：

Avtometriya | 2001年 / 04期

关键词：

Correlation methods - Markov processes - Probability density function - Probability distributions;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

The information correlation coefficients are suggested for analysis of the interconnection of random values from absolutely continuous distributions including distributions with heavy tails. The coefficients are constructed on the basis of the Culback-Leybler information distance. The interconnection structure of random values described by some known probabilistic models is analyzed with the help of the suggested characteristics.

引用

页码：95 / 102

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