Stochastic bridge approach for generating correlated time series and its applications
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...
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| Format: | Article |
| Language: | zho |
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Editorial Department of Journal on Communications
2006-01-01
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| Series: | Tongxin xuebao |
| Subjects: | |
| Online Access: | http://www.joconline.com.cn/zh/article/74661681/ |
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| _version_ | 1841537407002869760 |
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| author | HU Luo-quan ZHU Hong-bo |
| author_facet | HU Luo-quan ZHU Hong-bo |
| author_sort | HU Luo-quan |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-baf12b89da354a79a46d79cd6560c7ea |
| institution | Kabale University |
| issn | 1000-436X |
| language | zho |
| publishDate | 2006-01-01 |
| publisher | Editorial Department of Journal on Communications |
| record_format | Article |
| series | Tongxin xuebao |
| spelling | doaj-art-baf12b89da354a79a46d79cd6560c7ea2025-01-14T08:38:01ZzhoEditorial Department of Journal on CommunicationsTongxin xuebao1000-436X2006-01-01273474661681Stochastic bridge approach for generating correlated time series and its applicationsHU Luo-quanZHU Hong-boAccording 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.http://www.joconline.com.cn/zh/article/74661681/wireless communicationsstochastic bridgetime serieschannel model |
| spellingShingle | HU Luo-quan ZHU Hong-bo Stochastic bridge approach for generating correlated time series and its applications Tongxin xuebao wireless communications stochastic bridge time series channel model |
| title | Stochastic bridge approach for generating correlated time series and its applications |
| title_full | Stochastic bridge approach for generating correlated time series and its applications |
| title_fullStr | Stochastic bridge approach for generating correlated time series and its applications |
| title_full_unstemmed | Stochastic bridge approach for generating correlated time series and its applications |
| title_short | Stochastic bridge approach for generating correlated time series and its applications |
| title_sort | stochastic bridge approach for generating correlated time series and its applications |
| topic | wireless communications stochastic bridge time series channel model |
| url | http://www.joconline.com.cn/zh/article/74661681/ |
| work_keys_str_mv | AT huluoquan stochasticbridgeapproachforgeneratingcorrelatedtimeseriesanditsapplications AT zhuhongbo stochasticbridgeapproachforgeneratingcorrelatedtimeseriesanditsapplications |