Stochastic bridge approach for generating correlated time series and its applications

HU Luo-quan; ZHU Hong-bo

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Stochastic bridge approach for generating correlated time series and its applications

更新时间：2024-10-14

- Stochastic bridge approach for generating correlated time series and its applications
- Issue 7, Pages: 27-34(2006)
- 作者机构：
  
  1. 南京邮电大学通信与信息工程学院
  2. 南京邮电大学通信与信息工程学院,江苏,南京,210003
- 作者简介：
- 基金信息：
- DOI：
  CLC： TN925
- Published：2006
- 稿件说明：
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HU Luo-quan, ZHU Hong-bo. Stochastic bridge approach for generating correlated time series and its applications[J]. 2006, (7): 27-34.
DOI：

HU Luo-quan, ZHU Hong-bo. Stochastic bridge approach for generating correlated time series and its applications[J]. 2006, (7): 27-34. DOI：

摘要

针对电磁波在无线信道中的传播特点

提出了使用随机桥过程产生具有相关特性的时间序列

由此可以构造出具有特殊概率密度函数

能够用来建模无线信道传播特性的基本随机变量。分别对自由布朗桥过程和有约束布朗桥过程

自由Langevin桥过程和有约束Langevin桥过程产生的随机样本进行研究

使用数值仿真方法分析了基本随机变量的统计特性。结果表明

有约束随机桥过程产生的低跳跃次数随机变量

在概率密度分布上显示出明显的局部偏好性。最后讨论了由时间序列构造的基本随机变量在无线信道建模中的应用。

Abstract

According to the propagation properties of electromagnetic wave in wireless channels

correlated time series generated by stochastic bridge processes were proposed. The basic random variables with special probability density functions constructed from these time series were produced

which could be used to model wireless propagation channels. The statistical characteristics of basic random variables constructed from free Brownian bridge process and bounded Brownian bridge process

and from free Langevin bridge process and bounded Langevin bridge process were investigated in detail from the numerical simulation

respectively. There were apparently locally favorable peaks in probability density function of basic random variables with lower reflections. Finally

the applications of basic random variables in modeling wireless channels were discussed.

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