Results 31 to 40 of about 508,325 (367)
Stochastic transient analysis of thermal stresses in solids by explicit time-domain method
Theoretical and Applied Mechanics Letters, 2019 Stochastic heat conduction and thermal stress analysis of structures has received considerable attention in recent years. The propagation of uncertain thermal environments will lead to stochastic variations in temperature fields and thermal stresses ...
Houzuo Guo, Cheng Su, Jianhua Xian
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Functional Limit Theorems for Toeplitz Quadratic Functionals of Continuous time Gaussian Stationary Processes [PDF]
, 2015 \noindent The paper establishes weak convergence in $C[0,1]$ of normalized stochastic processes, generated by Toeplitz type quadratic functionals of a continuous time Gaussian stationary process, exhibiting long-range dependence.
Bai, Shuyang +2 more
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A class of stationary stochastic processes [PDF]
Studia Mathematica, 2014 Victor D. Didenko, N. A. Rozhenko
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On the simulation technique of stochastic processes and nonlinear vibrations
Vietnam Journal of Mechanics, 1994 In this paper the procedure and program for simulation of stochastic processes are represented. The program is applied to nonlinear mechanical systems subjected to stochastic stationary excitation.
Nguyen Cao Menh, Tran Duong Tri
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Stochastic Resetting: A (Very) Brief Review
Frontiers in Physics, 2022 Stochastic processes offer a fundamentally different paradigm of dynamics than deterministic processes that one is most familiar with, the most prominent example of the latter being Newton’s laws of motion.
Shamik Gupta +2 more
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Auto-tail dependence coefficients for stationary solutions of linear stochastic recurrence equations and for GARCH(1,1) [PDF]
, 2010 We examine the auto-dependence structure of strictly stationary solutions of linear stochastic recurrence equations and of strictly stationary GARCH(1, 1) processes from the point of view of ordinary and generalized tail dependence coefficients.
B Basrak +6 more
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Thermodynamics and Fluctuations Far From Equilibrium
Entropy, 2010 We review a coherent mesoscopic presentation of thermodynamics and fluctuations far from and near equilibrium, applicable to chemical reactions, energy transfer and transport processes, and electrochemical systems.
Alejandro Fernández Villaverde +1 more
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Stochastic metrology and the empirical distribution
Physical Review Research, 2023 We study the problem of parameter estimation in time series stemming from general stochastic processes, where the outcomes may exhibit arbitrary temporal correlations.
Joseph A. Smiga +3 more
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SciPost Physics, 2022 We derive universal thermodynamic inequalities that bound from below the moments of first-passage times of stochastic currents in nonequilibrium stationary states of Markov jump processes in the limit where the thresholds that define the first ...
Izaak Neri
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On nonnegative solutions of SDDEs with an application to CARMA processes
Modern Stochastics: Theory and Applications, 2021 This note provides a simple sufficient condition ensuring that solutions of stochastic delay differential equations (SDDEs) driven by subordinators are nonnegative.
Mikkel Slot Nielsen, Victor Rohde
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