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Extension of Stationary Stochastic Processes
Theory of Probability & Its Applications, 1964It 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.
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On Discrimination of (Stationary) Stochastic Processes
Biometrical Journal, 1991AbstractAn 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. +2 more
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Stationary Stochastic Processes
2009This 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
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Simulation of stationary stochastic processes
Proceedings of the Institution of Electrical Engineers, 1968A ‘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
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Representation of Strongly Stationary Stochastic Processes
Journal of Applied Mechanics, 1993A 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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Extension of stationary stochastic processes
Probability Theory and Related Fields, 1994zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kamm, Barbara, Schief, Andreas
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Stationary Stochastic Processes and Fractal Data Compression
International Journal of Bifurcation and Chaos, 1997It is shown that the invariant measure of a stationary nonatomic stochastic process yields an iterated function system with probabilities and an associated dynamical system that provide the basis for optimal lossless data compression algorithms. The theory is illustrated for the case of finite-order Markov processes: For a zero-order process, it ...
Barnsley, Michael F. +2 more
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Stochastic Processes: Stationary Markov Chains
2013Stationary Markov processes are exponential regression models for guessing the chance of a predicted outcome.
Ton J. Cleophas, Aeilko H. Zwinderman
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Generation of non-Gaussian stationary stochastic processes
Physical Review E, 1996A 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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Wide-sense Stationary Stochastic Processes
2020Wide-sense stationary stochastic processes are of interest in signal analysis and processing, as well as in physics. Their study rests on Bochner’s representation of characteristic functions, which immediately leads to the fundamental notion of power spectral measure, and on the Doob–Wiener integral that permits a mathematical definition of white noise
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