Results 71 to 80 of about 97,220 (201)

Ergodic capacity analysis for MIMO two－hop relay system based on decode－and－forward

上海师范大学学报. 自然科学版, 2012
This paper presents an ergodic capacity analysis of MIMO two－hop relaying systems based on the relay protocol of decode－and－forward.Firstly the expression for the probability density function of an unordered eigenvalue of the system is derived.Then a ...
CHEN Birong, ZHANG Jing, DONG Jianping
doaj  

A central limit theorem for random dynamical systems

上海师范大学学报. 自然科学版, 2019
In this article, we establish a central limit theorem (CLT) for random dynamical systems (RDS), which is a supplement to the ergodic theory of random dynamical system.
LYU Kening, ZHENG Yan
doaj   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Dynamical Temperature from the Phase Space Trajectory

Hungarian Journal of Industry and Chemistry, 2017
In classical statistical mechanics the trajectory in phase space represents the propagation of a classical Hamiltonian system. While trajectories play a key role in chaotic system theory, exploitation of a single trajectory has yet to be considered. This
Baranyai András
doaj   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

A hypothesis on ergodicity and the signal‐to‐noise paradox

Atmospheric Science Letters
This letter raises the possibility that ergodicity concerns might have some bearing on the signal‐to‐noise paradox. This is explored by applying the ergodic theorem to the theory behind ensemble weather forecasting and the ensemble mean.
Daniel J. Brener
doaj   +1 more source

On the application of ergodic theory to alternating Engel series

International Journal of Mathematics and Mathematical Sciences, 2001
We investigate the ergodic behaviour of the basic operator which generates the modified Engel-type alternating series representations of any number in (0,1] in terms of rationals.
C. Ganatsiou
doaj   +1 more source

Uniform Convergence of Cesaro Averages for Uniquely Ergodic C^*-Dynamical Systems

Entropy, 2018
Consider a uniquely ergodic C * -dynamical system based on a unital *-endomorphism Φ of a C * -algebra. We prove the uniform convergence of Cesaro averages 1 n ∑ k = 0 n − 1 λ − n Φ ...
Francesco Fidaleo
doaj   +1 more source

Mathematical analysis of stochastic epidemic model of MERS-corona & application of ergodic theory. [PDF]

Math Comput Simul, 2023
Hussain S, Tunç O, Rahman GU, Khan H, Nadia E.   +4 more
europepmc   +1 more source