A multiwave transmission line with random non-homogeneities and a Brownian movement in Siegel's circle
Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 2, pp. 291-303
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A multiwave transmission line without loses is considered. After a similarity transformation of the matrix coefficient of reflection, it becomes a point of the classical matrix, domain of the first kind, in other words, Siegel's circle. A transmission along the transmission line leads to a linear fractional transformation of Siegel's circle onto itself. A diffusion equation for a random walk corresponding to these transformations in Siegel's circle is obtained. The invariance of the diffusuion equation enables to study the statistics of the random distance from zero matrix to a walkingspoint of Siegel's circle.
@article{TVP_1970_15_2_a8,
author = {M. H. Zakhar-Itkin},
title = {A~multiwave transmission line with random non-homogeneities and {a~Brownian} movement in {Siegel's} circle},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {291--303},
year = {1970},
volume = {15},
number = {2},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1970_15_2_a8/}
}
TY - JOUR AU - M. H. Zakhar-Itkin TI - A multiwave transmission line with random non-homogeneities and a Brownian movement in Siegel's circle JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1970 SP - 291 EP - 303 VL - 15 IS - 2 UR - http://geodesic.mathdoc.fr/item/TVP_1970_15_2_a8/ LA - ru ID - TVP_1970_15_2_a8 ER -
M. H. Zakhar-Itkin. A multiwave transmission line with random non-homogeneities and a Brownian movement in Siegel's circle. Teoriâ veroâtnostej i ee primeneniâ, Tome 15 (1970) no. 2, pp. 291-303. http://geodesic.mathdoc.fr/item/TVP_1970_15_2_a8/