An ellipsoidal analysis of distributions in stochastic systemsons in stochastic systems

Аuthors

Sinitsyn I. N., Sinitsyn V. I.

The Institute of Informatics Problems of the Russian Academy of Sciences (IPI RAN), 44, k. 2, Vavilova str., Moscow, 119333, Russia

Abstract

A development is suggested for theory of ellipsoidal analysis in regard to one- and multidimensional distributions in differential stochastic systems. The theory is discussed as applies to problems of aerospace engineering.