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Wide Sense Stationary Processes Forming Frames
(Institute of Electrical and Electronics Engineers, 2011-07)
In this paper, we study the question of the representation of random variables by means of frames or Riesz basis generated by stationary sequences. This concerns the representation of continuous time wide sense stationary ...
Non-stationary Gaussian ARFIMA processes: Estimation and applicationNon-stationary Gaussian ARFIMA processes: Estimation and application
(Sociedade Brasileira de Econometria, 2002)
Stationary processes whose filtrations are standard
(2006)
We study the standard property of the natural filtration associated to a
0–1 valued stationary process. In our main result we show that if the process
has summable memory decay, then the associated filtration is standard. ...
Matrix Representation of the Stationary Measure for the Multispecies TASEP
(SPRINGER, 2009)
In this work we construct the stationary measure of the N species totally asymmetric simple exclusion process in a matrix product formulation. We make the connection between the matrix product formulation and the queueing ...
A note on the quasi-stationary distribution of the shiryaev martingale on the positive half-line
(Society for Industrial and Applied Mathematics Publications, 2019)
We obtain a closed-form formula for the quasi-stationary distribution of the classical Shiryaev martingale diffusion considered on the positive half-line [A, +∞) withA>0 fixed; the state space’s left endpoint is assumed ...
The quasi-stationary distribution of the subcritical contact process
(American Mathematical Society, 2020-07)
We show that the quasi-stationary distribution of the subcritical contact process on Zd is unique. This is in contrast with other processes which also do not come down from infinity, like stable queues and Galton-Watson, ...
Resistant estimators for stationary ergodic stochastic processes
(Elsevier Science BvAmsterdamHolanda, 2003)
Correlation integral for stationary gaussian time series
(2023)
The correlation integral of a time series is a normalized coefficient that represents the number of close pairs of points of the series lying in phase space. It has been widely studied in a number of disciplines such as ...
Records from stationary observations subject to a random trend
(Applied Probability Trust, 2015)
We prove strong convergence and asymptotic normality for the record and the weak record rate of observations of the form Y-n = X-n + T-n, n >= 1, where (X-n)(n is an element of z) is a stationary ergodic sequence of random ...