On dynamic systems with random perturbations

V. N. Tutubalin


Abstract: 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.

Received: 23.01.1973

 English version: Theory of Probability and its Applications, 1974, 18:4, 678–693

Bibliographic databases:

• 
•