On the vector process obtained by iterated integration of the telegraph signal.
Orsingher, Enzo (1999)
Georgian Mathematical Journal
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Displaying similar documents to “On nonstationary periodically correlated processes in complete correlated actions.”
On the vector process obtained by iterated integration of the telegraph signal.
A note on the characterization ofsome minification processes
Wiesław Dziubdziela (1997)
Applicationes Mathematicae
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We present a stochastic model which yields a stationary Markov process whose invariant distribution is maximum stable with respect to the geometrically distributed sample size. In particular, we obtain the autoregressive Pareto processes and the autoregressive logistic processes introduced earlier by Yeh et al
Gaussian moving averages and semimartingales.
Basse, Andreas (2008)
Electronic Journal of Probability [electronic only]
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Hilbert space valued generalized random processes. II.
Seleši, Dora (2007)
Novi Sad Journal of Mathematics
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Existence of multi-dimensional infinite volume self-organized critical forest-fire models.
Dürre, Maximilian (2006)
Electronic Journal of Probability [electronic only]
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Generalization of some results on the degree of progress to goal in self-organization process
M. O. Olatinwo (2006)
Kragujevac Journal of Mathematics
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Hilbert space valued generalized random processes. I.
Seleši, Dora (2007)
Novi Sad Journal of Mathematics
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Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes
Guangfei Li, Yu Miao, Huiming Peng, Liming Wu (2005)
Annales mathématiques Blaise Pascal
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For stationary Gaussian processes, we obtain the necessary and sufficient conditions for Poincaré inequality and log-Sobolev inequality of process-level and provide the sharp constants. The extension to moving average processes is also presented, as well as several concrete examples.
Inferring the residual waiting time for binary stationary time series
Gusztáv Morvai, Benjamin Weiss (2014)
Kybernetika
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For a binary stationary time series define to be the number of consecutive ones up to the first zero encountered after time , and consider the problem of estimating the conditional distribution and conditional expectation of after one has observed the first outputs. We present a sequence of stopping times and universal estimators for these quantities which are pointwise consistent for all ergodic binary stationary processes. In case the process is a renewal process with zero the...