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On the generation of correlated time series with a given probability density function
Sergey
Primak
and Vladimir
Lyandres
and Oren
Kaufman
and Mark
Kliger
Signal Processing
72
61--68 (1999)
to
Stochastic
differential
equation
by
smicha
on 2008-04-23 22:05:04
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differential
Digital
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