DOI: https://doi.org/10.3103/S0735272711090044
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Dependence of y-component of magnetic field induction on time

Statistical instability of physical processes

I. I. Gorban

Abstract


New parameters describing destructions of statistical stability in finite observation interval have been proposed. For known and new statistical instability parameters, metric units that open possibility to characterize destructions of statistical stability in terms of quantity have been introduced. It is shown that essential rule in disturbances of statistical stability plays fluctuations of expectation of the process that lead to change expectation of average, and also fluctuations of variance of the process under definite parameter’s relationship. Change ranges of sampling value of parameters of statistical instability weakly depend from distribution type.


Keywords


statistical stability; statistical instability parameter; theory of hyper-random phenomena; hyper-random model

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References


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