Results 221 to 230 of about 18,078 (267)

Extension of stationary stochastic processes

Probability Theory and Related Fields, 1994
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Kamm, Barbara, Schief, Andreas
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Representation of Strongly Stationary Stochastic Processes

Journal of Applied Mechanics, 1993
A generalization of the orthogonality conditions for a stochastic process to represent strongly stationary processes up to a fixed order is presented. The particular case of non-normal delta correlated processes, and the probabilistic characterization of linear systems subjected to strongly stationary stochastic processes are also discussed.
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Generation of non-Gaussian stationary stochastic processes

Physical Review E, 1996
A procedure is developed to generate a non-Gaussian stationary stochastic process with the knowledge of its first-order probability density and the spectral density. The procedure is applicable to an arbitrary probability density if the spectral density is of a low-pass type, and to a large class of probability densities if the spectral density is of a
, Cai, , Lin
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Effect of multiplicative noise on stationary stochastic process

Physical Review E, 2018
An open system that can be analyzed using the Langevin equation with multiplicative noise is considered. The stationary state of the system results from a balance of deterministic damping and random pumping simulated as noise with controlled periodicity.
A V, Kargovsky, A Yu, Chikishev, O A, Chichigina   +2 more
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Factor Analysis Models for Stationary Stochastic Processes

1986
A new class of dynamic models for stationary time series is presented. It is a natural dynamic generalization of the well-known Factor Analysis Model widely used in Statistics. Factor Analysis models of time series are also related to dynalaic Errors-in-Variables models discussed in the recent literature.
PICCI, GIORGIO, PINZONI, STEFANO
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Stationary and Related Stochastic Processes

Technometrics, 1967
J. B. Parker, H. Cramer, M. R. Leadbetter   +2 more
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Limiting stochastic operations for stationary spatial processes

Mathematical Geology, 1991
A natural extrapolation of stochastic operations (continuity and differentiation) already described in time domain (one-dimensional case) is established for spatial processes (two- or three-dimensional case). If stationarity decision is assumed, the continuity and differentiability (in the mean square sense) of a spatial process depends on the ...
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Analysis of Stationary Stochastic Processes

1982
In this section we describe basic concepts of noise analysis of stationary processes. The contents and further details may be found in most of the standard books on noise analysis, e.g. Bendat,Piersol (1971), Bell (1960), Bittel, Storm (1971), Pfeifer (1959), van der Ziel (1970, 1976).
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Resistant estimators for stationary ergodic stochastic processes

Statistics & Probability Letters, 2003
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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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