{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,9,19]],"date-time":"2025-09-19T07:13:27Z","timestamp":1758266007839},"reference-count":14,"publisher":"Elsevier BV","issue":"2","license":[{"start":{"date-parts":[[1999,1,1]],"date-time":"1999-01-01T00:00:00Z","timestamp":915148800000},"content-version":"tdm","delay-in-days":0,"URL":"https:\/\/www.elsevier.com\/tdm\/userlicense\/1.0\/"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Signal Processing"],"published-print":{"date-parts":[[1999,1]]},"DOI":"10.1016\/s0165-1684(98)00165-0","type":"journal-article","created":{"date-parts":[[2002,7,26]],"date-time":"2002-07-26T00:19:37Z","timestamp":1027642777000},"page":"61-68","source":"Crossref","is-referenced-by-count":21,"title":["On the generation of correlated time series with a given probability density function"],"prefix":"10.1016","volume":"72","author":[{"given":"Sergey","family":"Primak","sequence":"first","affiliation":[]},{"given":"Vladimir","family":"Lyandres","sequence":"additional","affiliation":[]},{"given":"Oren","family":"Kaufman","sequence":"additional","affiliation":[]},{"given":"Mark","family":"Kliger","sequence":"additional","affiliation":[]}],"member":"78","reference":[{"key":"10.1016\/S0165-1684(98)00165-0_BIB1","unstructured":"A.A. Berdnikov, A.G. Brusentzov, V.Ya. Kontorovich, V.Z. Lyandres, Problems in the theory and design of instruments for analog simulation of multipath channels. Telecommun. Radio Engrg. 33\/34 (4) (April 1978) 60\u201364."},{"key":"10.1016\/S0165-1684(98)00165-0_BIB2","series-title":"Numerical Solution of Stochastic Differential Equations","author":"Kloeden","year":"1992"},{"key":"10.1016\/S0165-1684(98)00165-0_BIB3","doi-asserted-by":"crossref","unstructured":"V.Ya. Kontorovich, V.Z. Lyandres, Stochastic differential equations: An approach to the generation of continuous non-Gaussian processes, IEEE Trans. Signal Process. 43 (10) (October 1995) 2372\u20132385.","DOI":"10.1109\/78.469853"},{"key":"10.1016\/S0165-1684(98)00165-0_BIB4","doi-asserted-by":"crossref","unstructured":"V.Ya. Kontorovich, V.Z. Lyandres, S.L. Primak, The generation of diffusion Markovian processess with probability density function defined on part of the real axis, IEEE Signal Process. Lett. 3 (1) (January 1996).","DOI":"10.1109\/97.475826"},{"key":"10.1016\/S0165-1684(98)00165-0_BIB5","series-title":"Mathematical Handbook for Scientists and Engineers","author":"Korn","year":"1968"},{"key":"10.1016\/S0165-1684(98)00165-0_BIB6","doi-asserted-by":"crossref","unstructured":"B. Liu, D.C. Munson, Generation of a random sequence having a jointly specified marginal distribution and autocovariance, IEEE Trans. Acoust. Speech Signal Process. ASSP-30 (6) (December 1982) 973\u2013983.","DOI":"10.1109\/TASSP.1982.1163990"},{"key":"10.1016\/S0165-1684(98)00165-0_BIB7","doi-asserted-by":"crossref","unstructured":"M. Nakagami, The m-distribution \u2013 A general formula of intensity distribution of rapid fading, statistical methods, in Radio Wave Propagation, Pergamon: New York, 1960, pp. 3\u201335.","DOI":"10.1016\/B978-0-08-009306-2.50005-4"},{"key":"10.1016\/S0165-1684(98)00165-0_BIB8","series-title":"Higher-Order Spectra Analysis","author":"Nikias","year":"1993"},{"issue":"1","key":"10.1016\/S0165-1684(98)00165-0_BIB9","doi-asserted-by":"crossref","first-page":"75","DOI":"10.1080\/00207179308934379","article-title":"A local linearization approach to non-linear filtering","volume":"57","author":"Ozaki","year":"1995","journal-title":"Internat. J. Control"},{"key":"10.1016\/S0165-1684(98)00165-0_BIB10","unstructured":"S. Primak, Modelling, synthesis and numerical simulation of non-Gaussian random processes with application to communication, Ph.D. Thesis, Beer-Sheva, Israel, 1997."},{"key":"10.1016\/S0165-1684(98)00165-0_BIB11","series-title":"Random Differential Equations in Science and Engineering","author":"Soong","year":"1973"},{"key":"10.1016\/S0165-1684(98)00165-0_BIB12","doi-asserted-by":"crossref","unstructured":"R. Srichader, B.K. Walker, Stochastic stability analysis for continuous time fault tolerant control systems, Internat. J. Control 57 (2) 433\u2013452.","DOI":"10.1080\/00207179308934397"},{"key":"10.1016\/S0165-1684(98)00165-0_BIB13","unstructured":"R.L. Stratonovich, Topics in the Theory of Random Noise, Vol. 1, Gordon and Breach, New York, 1967."},{"key":"10.1016\/S0165-1684(98)00165-0_BIB14","unstructured":"L. Yue, D.H. Johnson, C.M. Gruner, Type-based analysis of neural ensembles, Computational Neuroscience Conf., Boston, 1996, pp. 213\u2013215."}],"container-title":["Signal Processing"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0165168498001650?httpAccept=text\/xml","content-type":"text\/xml","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/api.elsevier.com\/content\/article\/PII:S0165168498001650?httpAccept=text\/plain","content-type":"text\/plain","content-version":"vor","intended-application":"text-mining"}],"deposited":{"date-parts":[[2020,2,4]],"date-time":"2020-02-04T16:44:43Z","timestamp":1580834683000},"score":1,"resource":{"primary":{"URL":"https:\/\/linkinghub.elsevier.com\/retrieve\/pii\/S0165168498001650"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[1999,1]]},"references-count":14,"journal-issue":{"issue":"2","published-print":{"date-parts":[[1999,1]]}},"alternative-id":["S0165168498001650"],"URL":"https:\/\/doi.org\/10.1016\/s0165-1684(98)00165-0","relation":{},"ISSN":["0165-1684"],"issn-type":[{"value":"0165-1684","type":"print"}],"subject":[],"published":{"date-parts":[[1999,1]]}}}