Geodesic
Entropy-probabilistic modeling of Gaussian stochastic systems
Matematičeskoe modelirovanie, Tome 24 (2012) no. 1, pp. 88-102.

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There is the new entropy-probabilistic approach of modeling of stochastic systems. It is based on the representation of system in the form of a many-dimensional normal stochastic vector. The entropy- probabilistic model is described and investigated.
Keywords: normal stochastic vector, system, model, entropy, random variable, variance
Mots-clés : covariance matrix. 
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A. N. Tyrsin; I. S. Sokolova. Entropy-probabilistic modeling of Gaussian stochastic systems. Matematičeskoe modelirovanie, Tome 24 (2012) no. 1, pp. 88-102. http://geodesic.mathdoc.fr/item/MM_2012_24_1_a5/

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