MODELING THE SECOND ORDER NON-STATIONARY RANDOM PROCESSES DEVELOPMENT

Abstract

Annotation. We applied early developed analytic approach for analysis of third order non-stationary stochastic processes (NSPs) to consider the second order ones. A new constitutive differential equation for the NSPs was derived, and its analytic solutions were obtained. Possibility of periodic combination of non- periodic analytic solutions of the equation was shown. Development of a 2-nd order NSP long before its macroscopically fixed beginning was shown and a possible explanation of the corresponding negative probability values for the time period was proposed. Necessity of further fine-tuned experimental investigations is noted