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Proceedings Paper

Transformation of time dependent probability distributions
Author(s): Juraj Tekel; Leon Cohen
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Paper 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.

Paper Details

Date Published: 4 May 2009
PDF: 8 pages
Proc. SPIE 7335, Automatic Target Recognition XIX, 733505 (4 May 2009); doi: 10.1117/12.818503
Show Author Affiliations
Juraj Tekel, City Univ. of New York (United States)
Leon Cohen, City Univ. of New York (United States)


Published in SPIE Proceedings Vol. 7335:
Automatic Target Recognition XIX
Firooz A. Sadjadi; Abhijit Mahalanobis, Editor(s)

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