Results 261 to 270 of about 28,098 (306)

Sampling multidimensional Wiener processes

53rd IEEE Conference on Decision and Control, 2014
In this paper, we formulate an optimal scheduling problem in continuous time for transmitting samples of a multidimensional Wiener process when there is a constraint on the communication between the observer and the estimator. We provide the optimal policy for both finite horizon and infinite horizon, and show that event-triggered sampling with ...
Kamil Nar, Tamer Basar
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Assessment of the Wiener–Retinex process

Applied Optics, 2002
We assess the performance of the Retinex transformation, the Wiener restoration, and the combined Wiener-Retinex process in the context of the end-to-end model of color visual-communication channels for near-surface acquisition. We extend the formulations of panchromatic imaging for the nonlinear Retinex transformation and the linear Wiener and Wiener ...
Rachel, Alter-Gartenberg, Scott R, Nolf, Richard E, Davis   +2 more
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Surveillance problems: Wiener processes

Naval Research Logistics Quarterly, 1965
AbstractThis paper extends the results presented by I. R. Savage in a previous paper [8]. That paper studied economically optimal policies for inspecting and repairing production processes which behave as Poisson processes. Similar results are presented here for production processes which behave as Wiener processes.With continuous surveillance, methods
Antelman, Gordon R., Savage, I. Richard
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Information rates of Wiener processes

IEEE Transactions on Information Theory, 1970
Summary: Rate distortion functions are calculated for time discrete and time continuous Wiener processes with respect to the mean squared error criterion. In the time discrete case, we find the interesting result that, for \(0 \leq D \leq \sigma ^2 /4\), \(R(D)\) for the Wiener process is identical to \(R(D)\) for the sequence of zero mean independent ...
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Kernel approximations of a wiener process

Periodica Mathematica Hungarica, 1988
Consider a standard Wiener process W(.) on the real line and a kernel approximation of this process. The purpose of this paper is to study the deviation of these two processes, i.e. \[ X_ h(x)=h^{-1}\int K((v- x)/h)W(v)dv-W(x),\quad as\quad h\to 0+. \] Local and global weak and strong limit theorems for \(X_ h(.)\), \(h\to 0+\), are given, e.g.
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On the increments of the Wiener process

Zeitschrift f�r Wahrscheinlichkeitstheorie und Verwandte Gebiete, 1984
Let {W(t), t≧0} be a standard Wiener process and ...
Ortega, Joaquin, Wschebor, Mario
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On a Game Connected with the Wiener Process

Theory of Probability & Its Applications, 1969
Summary: The following zero-sum game is considered. Two persons are observing a trajectory of a Wiener process in a bounded closed region \(E\) with absorbing boundary in a Euclidean \(n\)-space. One of the players may interrupt the process in a closed region \(E_1\) the other in \(E_2\).
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Stabilization by Artificial Wiener Processes

IEEE Transactions on Automatic Control, 2016
In this technical note, we restage the positive effects of Gaussian white noises for continuous-time driftless input-affine nonholonomic systems. Compared with previous studies, we found that the positive effects are hidden in the shadows of nonuniqueness of stochastic integrals over multi-dimensional Wiener processes.
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On a property of the Wiener process

Annals of the Institute of Statistical Mathematics, 1968
In an earlier paper [3] the authors gave a characterization of the Wiener process by the property that a stochastic integral\(\int_A^B {a\left( t \right)dX\left( t \right)} \) (taken in the sense of convergence in the quadratic mean) has the same distribution as α[X(t+1)−X(t)]. The assumption that the integral was defined in the sense of convergence in
Laha, R. G., Lukacs, E.
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Stochastic Processes And The Wiener Process

2000
Abstract We would like to relate our treatment of the Wiener process to the larger framework of stochastic processes. Actually, our discussion will center around two theorems of Kolmogorov, the first being the “Kolmogorov consistency theorem”. The discussion will be brief and no proofs will be given. A much more thorough discussion of
Gerald W Johnson, Michel L Lapidus
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