Building a Stationary Stochastic Process from a Finite-dimensional Marginal

اسناد مشابه

• Building a Stationary Stochastic Process From a Finite-Dimensional Marginal

  مقاله‌ی دسترسی آزاد۲۰۰۱Canadian Journal of MathematicsMarcusPivato

• Building a Stationary Stochastic Process from aFinite - dimensional

  سند علمی۲۰۰۰Marcus Pivato

  If A is a nite alphabet, U Z D , and U is a probability measure on A U that \looks like" the marginal projection of a stationary stochas-tic process on A Z D , then can we \extend" U to such a process? Under what conditions can we make this extension ergodic, (quasi)periodic, or

• Stochastic Processes ( Fall 2014 ) Spectral representations and ergodic theorems for stationary stochastic processes Stationary stochastic processes

  سند علمی۲۰۱۴Athanasios Kottas

  A stochastic process X is strongly stationary if its fdds are invariant under time shifts, that is, for any (finite) n, for any t0 and for all t1, ..., tn ∈ T , (Xt1 , ..., Xtn) and (Xt1+t0 , ..., Xtn+t0) have the same distribution. A stochastic process X is weakly stationary if

• Statistical inverse problems for non-gaussian non-stationary stochastic processes defined by a set of realizations

  سند علمی۲۰۱۸Guillaume Perrin, Christian Soize, M. Papadrakakis, V. Papadopoulos

  This paper presents a method to analyze the transitory response of complex and nonlinear systems, which are excited by non-Gaussian and non-stationary random fields, by solving of a statistical inverse problem with experimental measurements. Based on a double expansion, it is par

• Learning Theory Estimates with Observations from General Stationary Stochastic Processes

  سند علمی۲۰۱۶Neural computationHanyuan Hang, Yunlong Feng, Ingo Steinwart, Johan A. K. Suykens

  This letter investigates the supervised learning problem with observations drawn from certain general stationary stochastic processes. Here by general, we mean that many stationary stochastic processes can be included. We show that when the stochastic processes satisfy a generali

• Orthogonal Rational Functions and Non-Stationary Stochastic Processes: a Szegö Theory

  سند علمی۲۰۱۰Laurent Baratchart

  We present a generalization of Szegö theory of orthogonal polynomials on the unit circle to orthogonal rational functions. Unlike previous results, the poles of the rational functions may tend to the unit circle under smoothness assumptions on the density of the measure. Just lik