Mutual information rate between stationary Gaussian processes
Results in Applied Mathematics, 2020 Mutual information rate is an extension of the notion of mutual information to pairs of stationary stochastic processes. This quantity is defined as the time-averaged mutual information between corresponding segments of a pair of stationary stochastic ...
Arash Komaee
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Hierarchical method for mathematical modeling of stochastic thermal processes in complex electronic systems [PDF]
Компьютерные исследования и моделирование, 2019 A hierarchical method of mathematical and computer modeling of interval-stochastic thermal processes in complex electronic systems for various purposes is developed.
Alexander Georgievitch Madera
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Extreme Characteristics of a Stochastic Non-Stationary Duffing Oscillator
Engineering Proceedings, 2023 Unexpected responses in dynamic systems can lead to catastrophic failures. Without full knowledge of the system, it is impossible to know whether all of the dynamics have been captured or considered. Furthermore, a large number of Monte Carlo simulations
Samuel J. Edwards +2 more
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Non-Stationary Stochastic Global Optimization Algorithms
Algorithms, 2022 Studying the theoretical properties of optimization algorithms such as genetic algorithms and evolutionary strategies allows us to determine when they are suitable for solving a particular type of optimization problem. Such a study consists of three main
Jonatan Gomez, Andres Rivera
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Introducing Plithogenic Stochastic Processes with an Application to Poisson Process [PDF]
Neutrosophic Sets and SystemsIn this paper, we study and define the mathematical form of plithogenic stochastic processes PSP based on set of three classic stochastic processes. This new definition is a generalization of neutrosophic stochastic process.
Abdulrahman Astambli +2 more
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ON THE QHASI CLASS AND ITS EXTENSION TO SOME GAUSSIAN SHEETS
International Journal for Computational Civil and Structural Engineering, 2022 Introduced in 2018 the generalized bifractional Brownian motion is considered as an element of the quasi-helix with approximately stationary increment class of real centered Gaussian processes conditioning by parameters.
Charles El-Nouty, Darya Filatova
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White noise based stochastic calculus associated with a class of Gaussian processes [PDF]
Opuscula Mathematica, 2012 Using the white noise space setting, we define and study stochastic integrals with respect to a class of stationary increment Gaussian processes. We focus mainly on continuous functions with values in the Kondratiev space of stochastic distributions ...
Daniel Alpay, Haim Attia, David Levanony
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Analyzing long-term correlated stochastic processes by means of recurrence networks: Potentials and pitfalls [PDF]
, 2014 Long-range correlated processes are ubiquitous, ranging from climate variables to financial time series. One paradigmatic example for such processes is fractional Brownian motion (fBm).
Donner, Reik V. +2 more
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Frontiers in Built Environment, 2021 The time history analysis is used to estimate the peak responses of structures subjected to stationary and nonstationary winds. The time histories of the fluctuating wind processes at multiple points can be simulated based on the spectral representation ...
P. Hong, H. P. Hong
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The Stationary Behaviour of Fluid Limits of Reversible Processes is Concentrated on Stationary Points [PDF]
, 2012 Assume that a stochastic processes can be approximated, when some scale parameter gets large, by a fluid limit (also called "mean field limit", or "hydrodynamic limit").
Boudec, Jean-Yves Le
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