Results 211 to 220 of about 18,078 (267)

On Sampling Stationary Stochastic Processes

Applicable Analysis, 2000
Antonio G.García, María J. Muo¯z-Bouzo   +1 more
exaly   +2 more sources

Extension of Stationary Stochastic Processes

Theory of Probability & Its Applications, 1964
It is shown in this paper that if a continuous stationary stochastic process is given on the unit interval, a stationary extension of the given process exists on the whole line.
Parthasarathy, K. R., Varadhan, S. R. S.
openaire   +2 more sources

Stationary Distribution of a Stochastic Process

Journal of Mathematical Sciences, 2018
Summary: We find a stationary distribution of a stochastic process with delay at the origin. The trajectories of the process have linear growth and random jumps at random times. We use known results for regenerative processes and factorization technique for the study in boundary crossing problems for random walks.
Lotov, V. I., Okhapkina, E. M.
openaire   +1 more source

On Discrimination of (Stationary) Stochastic Processes

Biometrical Journal, 1991
AbstractAn essential basis of medical diagnosis are biopotentials obtained from the body‐surface of the patients.If these time‐functions are to serve for computer‐aided diagnostics (using discrimination procedures) the known methods fail because of the existing small sample sizes for a large number of features (amplitudes).In the paper a method is ...
Wernecke, K.-D., Kalb, G., Stuerzebecher, E.   +2 more
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The Stationary Distribution of a Stochastic Clearing Process

Operations Research, 1981
This research grew out of an investigation of utilization in capacity expansion. The utilization at any time is the demand divided by the capacity. When there is uncertainty about the evolution of demand, it is appropriate to model the demand as a stochastic process, and thus the utilization also becomes a stochastic process.
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Stationary min-stable stochastic processes

Probability Theory and Related Fields, 1984
We consider the class of stationary stochastic processes whose margins are jointly min-stable. We show how the scalar elements can be generated by a single realization of a standard homogeneous Poisson process on the upper half-strip \([0,1]\times R_+\) and a group of \(L_ 1-isometries\).
de Haan, L. F. M., Pickands, James III
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Stationary Stochastic Processes

2009
This chapter is devoted to further topics in the theory of stochastic processes and of their applications. We start with a different, weaker, definition of a stochastic process, useful in the study of stationary processes.
Alexandre J. Chorin, Ole H. Hald
openaire   +1 more source

Simulation of stationary stochastic processes

Proceedings of the Institution of Electrical Engineers, 1968
A ‘spectral-factorisation’ procedure involving the solution of a Riccati matrix differential equation is considered to determine systems which, with white-noise input signals, may be used in the simulation of stochastic processes having prescribed stationary covariances. More spe$itically, the specification of a system is made so that the covariance of
J.B. Moore, B.D.O. Anderson
openaire   +1 more source