Search results for "Modified Kolmogorov–Feller equation"

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Poisson white noise parametric input and response by using complex fractional moments

2014

Abstract In this paper the solution of the generalization of the Kolmogorov–Feller equation to the case of parametric input is treated. The solution is obtained by using complex Mellin transform and complex fractional moments. Applying an invertible nonlinear transformation, it is possible to convert the original system into an artificial one driven by an external Poisson white noise process. Then, the problem of finding the evolution of the probability density function (PDF) for nonlinear systems driven by parametric non-normal white noise process may be addressed in determining the PDF evolution of a corresponding artificial system with external type of loading.

Mellin transformParametric Poisson white noiseGeneralizationMechanical EngineeringMathematical analysisAerospace EngineeringOcean EngineeringStatistical and Nonlinear PhysicsProbability density functionWhite noiseComplex fractional momentCondensed Matter PhysicsPoisson distributionsymbols.namesakeNonlinear systemModified Kolmogorov–Feller equationNuclear Energy and EngineeringProbability density functionsymbolsFractional Poisson processMellin transformCivil and Structural EngineeringParametric statisticsMathematicsProbabilistic Engineering Mechanics
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