Results 31 to 40 of about 823,230 (286)
A note on Boolean stochastic processes [PDF]
, 2014 For the quantum stochastic processes generated by the Boolean Commutation Relations, we prove the following version of De Finetti Theorem: each of such Boolean process is exchangeable if and only if it is independent and identically distributed with ...
Fidaleo, francesco
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Quantum stochastic processes III [PDF]
Communications in Mathematical Physics, 1970 We investigate properties of a class of quantum stochastic processes subject to a condition of irreducibility. These processes must be recurrent or transient and an equilibrium state can only exist in the former case. Every finite dimensional process is recurrent and it is possible to establish convergence in time to a unique equilibrium state.
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Estimation of Accuracy and Reliability of Models of φ-sub-Gaussian Stochastic Processes in Spaces
Наукові вісті Національного технічного університету України "Київський політехнічний інститут", 2017 Background. At present, in the theory of stochastic process modeling a problem of assessment of reliability and accuracy of stochastic process model in C(T) space wasn’t studied for the case of inexplicit decomposition of process in the form of a series ...
Oleksandr M. Mokliachuk
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The System of Facial Recognition in the Infrared Range
Communications, 2020 In this paper, a new approach is introduced upgrading the complex object recognizing monitoring system up to the image processing system capable of operating both in the visible and the infrared wavelength ranges.
Daniil A. Loktev +2 more
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Quantum Stochastic Processes [PDF]
, 1985 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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Measuring the Moment and the Magnitude of the Abrupt Change of the Gaussian Process Bandwidth
Measurement Science Review, 2019 The maximum likelihood algorithm is introduced for measuring the unknown moment of abrupt change and bandwidth jump of a fast-fluctuating Gaussian random process.
Chernoyarov Oleg +4 more
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Stochastic multiplicative processes with reset events [PDF]
, 1999 We study a stochastic multiplicative process with reset events. It is shown that the model develops a stationary power-law probability distribution for the relevant variable, whose exponent depends on the model parameters.
Manrubia, Susanna C., Zanette, Damian H.
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Dependence Modeling, 2018 The main objective of this paper is to non-parametrically estimate the quantiles of a conditional distribution in the censorship model when the sample is considered as an -mixing sequence.
Kadiri Nadia +2 more
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Strong Consistency of Incomplete Functional Percentile Regression
AxiomsThis paper analyzes the co-fluctuation between a scalar response random variable and a curve regressor using quantile regression. We focus on the situation wherein the output variable is observed with random missing.
Mohammed B. Alamari +3 more
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Stochastic bounds for Levy processes
, 2004 Using the Wiener-Hopf factorization, it is shown that it is possible to bound the path of an arbitrary Levy process above and below by the paths of two random walks. These walks have the same step distribution, but different random starting points.
Doney, R. A.
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