Aspects of Modern Systemic Approach (III): Implications of Random Processes in the Study of Dynamic Systems
Bogdan-Vasile Cioruța
Office of Informatics, Technical University of Cluj-Napoca, North University of Baia Mare, 62A Victor Babeș Street, 430083, Baia Mare, Romania and Faculty of Applied Sciences, Politehnica University of Bucharest, 313 Splaiul Independenței, 060042, Bucharest, Romania.
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Abstract
The purpose of this study is to familiarize the reader with the diversity of concepts (notions) and stages of development specific to Probability Theory, with the definition and characterization of variables, vectors and random processes, respectively with the most important elements that give random processes. Among these we mention the distribution function, the probability density function, the statistical moments of a random process, the temporal averages, and respectively the correlation (and intercorrelation) of a random signal (process). Also, the implications of random processes in the study of dynamical systems are reviewed, as well as a series of applications specific to the analysis of dynamic behavior.
Keywords: Probability, random processes, mathematical representations, dynamic system.