Results 131 to 140 of about 15,808 (165)

Matrix Factorization and Stochastic State Representations

Proceedings of the 45th IEEE Conference on Decision and Control, 2006
Given a two-point finite valued process, we consider the problem of finding an underlying two-point state process such that the output at a certain time instant is a probabilistic function of the state at the same time instant. This problem is related to the hidden Markov realization problem for finite valued processes.
Bart Vanluyten, Jan C. Willems, Bart De Moor   +2 more
openaire   +1 more source

Time Change Representation of Stochastic Integrals

Theory of Probability & Its Applications, 2002
Using the cumulant processes of semimartingales, the authors provide a new proof of a result of \textit{J. Jacod} and \textit{A. N. Shiryaev} [``Limit theorems for stochastic processes'' (1987; Zbl 0635.60021)], stating that any stochastic integral with respect to an \(\alpha\)-stable Lévy motion can be written as a time-changed \(\alpha\)-stable Lévy ...
Kallsen, Jan, Shiraev, A. N.
openaire   +3 more sources

Stochastic Video Generation with Disentangled Representations

2019 IEEE International Conference on Multimedia and Expo (ICME), 2019
Frame-to-frame uncertainty is a major challenge in video prediction. The use of the deterministic models always leads to averaging of future states. Some methods draw samples from a prior at each time step to deal with the uncertainty of the future states, such as the SVG model [1].
Maomao Li, Chun Yuan 0003, Zhihui Lin, Zhuobin Zheng, Yangyang Cheng   +4 more
openaire   +1 more source

A New Representation for Stochastic Integrals and Equations

SIAM Journal on Control, 1966
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +1 more source

Stochastic Representation and Modeling

2017
Stochastic methods are a crucial tool for the analysis of multivariate time series in contemporary climate and environmental research.
openaire   +1 more source

Stochastic Transitivity and Quadratic Representation Functions

Journal of Mathematical Psychology, 1994
Let \(L\) be the set of finite lotteries with outcomes in \([0,M]\). Let \(\gtrsim\) be a complete, transitive, continuous, monotone (first order stochastic dominance) and strict quasi-concave relation on \(L\). It is assumed that comparing two lotteries \(X\) and \(Y\) the real choice set is the set of compound lotteries \(\{(X,\alpha; Y,1-\alpha ...
openaire   +1 more source

Integral Representations of Increments of Stochastic Processes

Meccanica, 2002
Instead of writing equations for the differentials of stochastic processes, an alternative path is followed: The increment of a stochastic process is represented as an integral of the derivative of the process. The latter is shown to be compatible with the Itô rule for non-Gaussian processes.
openaire   +2 more sources

Strongly Continuous Semigroups and Stochastic Representation

Journal of the London Mathematical Society, 2002
Second‐order elliptic operators realized under Dirichlet boundary conditions in bounded domains are shown to generate strongly continuous semigroups in the topology of uniform convergence. The stochastic representation and integral representation with kernel for the strongly continuous semigroups are given.
openaire   +1 more source

Stochastic representation of FGM copulas using multivariate Bernoulli random variables

Computational Statistics and Data Analysis, 2022
Christopher Blier-Wong, Hélène Cossette, Etienne Marceau   +2 more
exaly  

Spectral representation in stochastic quantization

Physical Review D, 1990
openaire   +2 more sources