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Algorithms for determining the distribution moments of a random process using a characteristic function

Yu. M. Veshkurtsev, S. M. Novikov


From [1, 2], algorithms for determining the probabilistic characteristics of random processes are well known; these algorithms are constructed on the basis of estimates of the real and imaginary parts of the characteristic function and have the form (1).

The purpose of the present work is to investigate the known (2) and newly derived algorithms for determining the distribution moments of random processes and developing recommendations for their application.

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