Results 11 to 20 of about 243,457 (312)
Estimation of the Variance of a Stationary Stochastic Process [PDF]
The Egyptian Statistical Journal, 1975 Let the stationary stochastic process X (t) with unknown mean m and covariance B(t) = E (x (s)-m) (x (s+t)--m) be observed on the interval 0 ≤ t ≤ T. In this paper we shall give a formula for the mean square error (m.s.e.) of an (estimator B2(0) of B (0)
A.A. Abdel Fattah
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On the Problem of Formulating Principles in Nonequilibrium Thermodynamics
Entropy, 2010 In this work, we consider the choice of a system suitable for the formulation of principles in nonequilibrium thermodynamics. It is argued that an isolated system is a much better candidate than a system in contact with a bath. In other words, relaxation
Paško Županović +3 more
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The Annals of Probability, 1992 Consider a stationary process \(X=\{X_ n\}^ \infty_{n=-\infty}\) with finite state space \(A\) (the ``alphabet''). Treat \(X\) as an \(A^ \infty\)- valued function, so that its distribution constitutes a stationary probability measure \(\nu\) on \(A^ \infty\), the elements of which are called ``words''.
Alexander, Kenneth S. +1 more
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Subordination of stationary processes
Stochastic Processes and their Applications, 1987 Abstract. Let X={X(t), tεT∁ R} be a (L2 ‐) stationary process and suppose that N={N(t), t≥ 0} is an infinitely divisible process, independent of X. Then X̂={X̂(t) =X(N(t)), t≥ 0} is again a stationary process. In this paper, we relate the spectral properties of the original process X and the derived or subordinated process X̂.
Willekens, Eric, Teugels, Jozef L.
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Predicting non-stationary processes
Applied Mathematics Letters, 2008 The authors are concerned with a problem of prediction of a probability measure given another one, when both are living on the space of one-way infinite finite-alphabet sequences. This means, if a sequence was considered to be generated by the first measure, when do its conditional probabilities w.r.t.
Daniil Ryabko, Marcus Hutter
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Simulation of stationary, non-normal random process
Vietnam Journal of Mechanics, 1992 Simulation of stationary random processes specified by spectral density function and NonNormal probability density function has been rarely studied, though these processes are often met in both theory and practice.
Nguyen Cao Menh, Tran Duong Tri
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Effective Complexity of Stationary Process Realizations
Entropy, 2011 The concept of effective complexity of an object as the minimal description length of its regularities has been initiated by Gell-Mann and Lloyd. The regularities are modeled by means of ensembles, which is the probability distributions on finite binary ...
Arleta Szkoła, Nihat Ay, Markus Müller
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Analysis of Nonstationary Radiometer Gain Using Ensemble Detection
IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 2020 Radiometer gain is generally a nonstationary random process, even though it is assumed to be strictly or weakly stationary. Since the radiometer gain signal cannot be observed independently, analysis of its nonstationary properties would be challenging ...
Mustafa Aksoy +3 more
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Modeling of Non-Stationary Processes When Cutting Hard-to-Process Materials [PDF]
EPJ Web of Conferences, 2021 In the conditions of high-speed processing of parts of complex configuration, with a large end and longitudinal length, from hard-to-work steels and alloys, it is difficult to ensure the wear resistance of the cutting tool in the aisles of one ...
Grigoriev Sergey +2 more
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Information Theory for Non-Stationary Processes with Stationary Increments [PDF]
Entropy, 2019 We describe how to analyze the wide class of non-stationary processes with stationary centered increments using Shannon information theory. To do so, we use a practical viewpoint and define ersatz quantities from time-averaged probability distributions.
Granero-Belinchon, Carlos +2 more
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