Transformation of time dependent probability distributions

Juraj Tekel; Leon Cohen

doi:10.1117/12.818503

4 May 2009 Transformation of time dependent probability distributions

Juraj Tekel, Leon Cohen

Proceedings Volume 7335, Automatic Target Recognition XIX; 733505 (2009) https://doi.org/10.1117/12.818503
Event: SPIE Defense, Security, and Sensing, 2009, Orlando, Florida, United States

Abstract

Given a distribution of position at time zero, P(x, 0), one obtains the distribution at a subsequent time t, P(x, t), by solving the appropriate evolution equation. Often this is a very difficult problem. However, sometimes, it is relativity easy to obtain the exact time dependent low order moments. We present methods to approximate P(x, t) using the initial probability distribution and exact low order time dependent moments.

Citation Download Citation

Juraj Tekel and Leon Cohen "Transformation of time dependent probability distributions", Proc. SPIE 7335, Automatic Target Recognition XIX, 733505 (4 May 2009); https://doi.org/10.1117/12.818503

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