Results 1 to 10 of about 220,997 (168)
On Markovian cocycle perturbations in classical and quantum probability [PDF]
International Journal of Mathematics and Mathematical Sciences, 2003 We introduce Markovian cocycle perturbations of the groups of transformations associated with classical and quantum stochastic processes with stationary increments, which are characterized by a localization of the perturbation to the algebra of events ...
G. G. Amosov
doaj +5 more sources
Permutation Complexity and Coupling Measures in Hidden Markov Models [PDF]
Entropy, 2013 Recently, the duality between values (words) and orderings (permutations) has been proposed by the authors as a basis to discuss the relationship between information theoretic measures for finite-alphabet stationary stochastic processes and their ...
Taichi Haruna, Kohei Nakajima
doaj +8 more sources
The 𝑀-Wright Function in Time-Fractional Diffusion Processes: A Tutorial Survey
International Journal of Differential Equations, 2010 In the present review we survey the properties of a transcendental function of the Wright type, nowadays known as 𝑀-Wright function, entering as a probability density in a relevant class of self-similar stochastic processes that we generally refer to as ...
Francesco Mainardi +2 more
doaj +3 more sources
Entropy, 2016 In this paper, we revisit the notion of the “minus logarithm of stationary probability” as a generalized potential in nonequilibrium systems and attempt to illustrate its central role in an axiomatic approach to stochastic nonequilibrium thermodynamics ...
Lowell F. Thompson, Hong Qian
doaj +4 more sources
Introduction to Neutrosophic Stochastic Processes [PDF]
Neutrosophic Sets and Systems, 2023 In this article, the definition of literal neutrosophic stochastic processes is presented for the first time in the form 𝒩𝑡 = 𝜉𝑡 + 𝜂𝑡𝐼 ;𝐼 2 = 𝐼 where both {𝜉(𝑡),𝑡 ∈ 𝑇} and {𝜂(𝑡),𝑡 ∈ 𝑇} are classical real valued stochastic processes.
Mohamed Bisher Zeina, Yasin Karmouta
doaj +1 more source
Intrinsic and Measured Information in Separable Quantum Processes [PDF]
EntropyStationary quantum information sources emit sequences of correlated qudits—that is, structured quantum stochastic processes. If an observer performs identical measurements on a qudit sequence, the outcomes are a realization of a classical stochastic ...
David Gier, James P. Crutchfield
doaj +2 more sources
Density regulation amplifies environmentally induced population fluctuations [PDF]
PeerJ, 2023 Background Density-dependent regulation is ubiquitous in population dynamics, and its potential interaction with environmental stochasticity complicates the characterization of the random component of population dynamics. Yet, this issue has not received
Crispin M. Mutshinda +3 more
doaj +2 more sources
Characterization of ground oscillations induced by underground mining [PDF]
Podzemni Radovi, 2022 We examine ground acceleration during M1.5 and M2.0 seismic events induced by underground mining at Upper Silesian coal basin and Legnica Glogow copper mine, respectively, using methods of nonlinear time series analysis, in order to confirm its ...
Kostić Srđan, Vasović Nebojša
doaj +1 more source
Most Effective Sampling Scheme for Prediction of Stationary Stochastic Processes
Complexity, 2022 The problem of finding optimal sampling schemes has been resolved in two models. The novelty of this study lies in its cost efficiency, specifically, for the applied problems with expensive sampling process.
Mohammad Mehdi Saber +4 more
doaj +1 more source
Trends and random walks in macroeconomics time series: The unit root test considerations [PDF]
اقتصاد باثبات, 2022 In the time series econometric literature, data generation and stationary are important issues in model selection and estimation method. Difference Stationary and Trend Stationary processes are data generation procedures.
Mehdi Fathabadi
doaj +1 more source