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Stochastic representation of nearly-Gaussian, nonlinear processes

Abstract

The use of polynomial functionals of the white noise process is discussed for the treatment of nonlinear random processes. It is noted that such treatments are useful for nearly-Gaussian processes. Applications of such representations to nonlinear systems and to nonlinear fluid mechanics problems (turbulence) are reviewed.

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Meecham, W.C. Stochastic representation of nearly-Gaussian, nonlinear processes. J Stat Phys 1, 25–40 (1969). https://doi.org/10.1007/BF01007239

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  • DOI: https://doi.org/10.1007/BF01007239

Key words

  • Nonlinear Processes
  • Stochastic
  • Turbulence
  • Wiener