Results 291 to 300 of about 508,325 (367)

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.
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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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Stationary Stochastic Processes

Spectral Analysis for Univariate Time Series, 2011
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Maria Sandsten
semanticscholar   +1 more source

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
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Stationary stochastic processes

2001
S. Varadhan
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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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Extension of stationary stochastic processes

Probability Theory and Related Fields, 1994
zbMATH 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, 1997
It 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., Deliu, Anca, Xie, Ruifeng   +2 more
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Stochastic Processes: Stationary Markov Chains

2013
Stationary Markov processes are exponential regression models for guessing the chance of a predicted outcome.
Ton J. Cleophas, Aeilko H. Zwinderman
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Wide-sense Stationary Stochastic Processes

2020
Wide-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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