Results 31 to 40 of about 1,142,003 (329)
Quantum Stochastic Processes [PDF]
Let ℬ be *-algebra with identity (usually it wil be a C*- or a W*-algebra). A quantum stochastic process over ℬ indexed by ℝ is defined by a triple {A, (jt)t∈ℝ, φ} where A is a *-algebra with identity. jt : ℬ ↪A is an embedding (t∈ℝ). φ is a State on A.
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Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection
We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to ...
Gabriel Martos +3 more
doaj +1 more source
The integrated energy system (IES) with various energy demands and distributed energy resources has been a significant approach to improve the efficiency of energy utilization.
Yijin Li +4 more
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Markov processes of cubic stochastic matrices: Quadratic stochastic processes
We consider Markov processes of cubic stochastic (in a fixed sense) matrices which are also called quadratic stochastic process (QSPs). A QSP is a particular case of a continuous-time dynamical system whose states are stochastic cubic matrices satisfying an analogue of the Kolmogorov-Chapman equation (KCE).
J.M. Casas, M. Ladra, U.A. Rozikov
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Interacting Stochastic Process and Renormalization Theory
A stochastic process with self-interaction as a model of quantum field theory is studied. We consider an Ornstein-Uhlenbeck stochastic process x(t) with interaction of the form x^{(\alpha)}(t)^4, where $\alpha$ indicates the fractional derivative.
Volovich, Yaroslav
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The Heston stochastic volatility model in Hilbert space
We extend the Heston stochastic volatility model to a Hilbert space framework. The tensor Heston stochastic variance process is defined as a tensor product of a Hilbert-valued Ornstein-Uhlenbeck process with itself. The volatility process is then defined
Benth, Fred Espen +1 more
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Bisimulation Relations Between Automata, Stochastic Differential Equations and Petri Nets [PDF]
Two formal stochastic models are said to be bisimilar if their solutions as a stochastic process are probabilistically equivalent. Bisimilarity between two stochastic model formalisms means that the strengths of one stochastic model formalism can be used
Henk A.P. Blom +3 more
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Combinatorial stochastic processes
Well-known asymptotic results for sums of independent stochastic processes are extended to processes \(S = \sum^ n_{i = 1} \varphi_{i \pi (i)}\), where \(\varphi = (\varphi_{ij})_{1 \leq i,j \leq n}\) is a collection of independent stochastic processes \(\varphi_{ij}\) on some set \(\tau\), and \(\pi\) is a random permutation of \(\{1,2, \dots, n ...
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Subjective Equilibria under Beliefs of Exogenous Uncertainty
We present a subjective equilibrium notion (called "subjective equilibrium under beliefs of exogenous uncertainty (SEBEU)" for stochastic dynamic games in which each player chooses its decisions under the (incorrect) belief that a stochastic environment ...
Arslan, Gürdal, Yüksel, Serdar
core
This perspective highlights emerging insights into how the circadian transcription factor CLOCK:BMAL1 regulates chromatin architecture, cooperates with other transcription factors, and coordinates enhancer dynamics. We propose an updated framework for how circadian transcription factors operate within dynamic and multifactorial chromatin landscapes ...
Xinyu Y. Nie, Jerome S. Menet
wiley +1 more source

