On dynamic systems with random perturbations
Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 4, pp. 718-733
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In this paper, conditions are considered for the dynamic system defined by equation (2), where $\xi(t)$ is a random perturbation, to obey a variant of the central limit theorem in the following form: the probability distributions of solutions of equation (2) are defined (in the limit as the perturbation amplitude tends to 0) by the correlation function of the perturbations.
@article{TVP_1973_18_4_a2,
author = {V. N. Tutubalin},
title = {On dynamic systems with random perturbations},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {718--733},
publisher = {mathdoc},
volume = {18},
number = {4},
year = {1973},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1973_18_4_a2/}
}
V. N. Tutubalin. On dynamic systems with random perturbations. Teoriâ veroâtnostej i ee primeneniâ, Tome 18 (1973) no. 4, pp. 718-733. http://geodesic.mathdoc.fr/item/TVP_1973_18_4_a2/