Results 201 to 210 of about 204,835 (237)

Properties of the Wold Decomposition of Stationary Stochastic Processes

Theory of Probability & Its Applications, 1963
The basic results of the paper (Theorems 11–13) treat the representation of the quantities $\hat x_{t + \alpha } $ – the best predictors of the quantities $x_{t + \alpha } $ of a process, which is stationary in the wide sense, from the quantities $x_s , s \leqq t$ – in the form of a series \[ \hat x_{t + \alpha } \sim \sum\limits_{s = 0}^\infty {k_s x_{
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Stationary stochastic processes in Rn

1986
In this chapter certain concepts and theorems in the theory of stochastic processes are reviewed, with emphasis on the variance-covariance properties of stationary processes in the n-dimensional Euclidean space, R n . For details and proofs the reader is referred to one or the other of the following textbooks: Bartlett (1955), Blanc-Lapierre & Fortet ...
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A sample-based iterative scheme for simulating non-stationary non-Gaussian stochastic processes

Mechanical Systems and Signal Processing, 2021
Zhibao Zheng, Hongzhe Dai, Yuyin Wang
exaly  

Stationary Stochastic Processes

CHANCE, 2013
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Stationary Stochastic Processes

2023
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Stochastic approximation of quasi-stationary distributions for diffusion processes in a bounded domain

Annales De L'institut Henri Poincare (B) Probability and Statistics, 2021
Michel benaïm, Nicolas Champagnat, Denis Villemonais   +2 more
exaly  

Stationary stochastic process

2001
Saul I. Gass, Carl M. Harris
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A stochastic harmonic function representation for non-stationary stochastic processes

Mechanical Systems and Signal Processing, 2017
Jianbing Chen, Fan Kong, Yongbo Peng
exaly  

Stationary Stochastic Processes

2020
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A class of stationary stochastic processes

Studia Mathematica, 2014
Victor D. Didenko, Natalia A. Rozhenko
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