On nonstationary periodically correlated processes in complete correlated actions.

Valusescu, Ilie

Displaying similar documents to “On nonstationary periodically correlated processes in complete correlated actions.”

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A note on the characterization ofsome minification processes

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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

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Hilbert space valued generalized random processes. II.

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Generalization of some results on the degree of progress to goal in self-organization process

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Hilbert space valued generalized random processes. I.

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Poincaré and log-Sobolev inequality for stationary Gaussian processes and moving average processes

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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 $σ_{n}$ to be the number of consecutive ones up to the first zero encountered after time $n$ , and consider the problem of estimating the conditional distribution and conditional expectation of $σ_{n}$ after one has observed the first $n$ 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...

A central limit theorem for processes generated by a family of transformations

Marian Jabłoński

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Let $τ_{n}, n \geq 0$ be a sequence of measure preserving transformations of a probability space (Ω,Σ,P) into itself and let $f_{n}, n \geq 0$ be a sequence of elements of $L^{2} (Ω, Σ, P)$ with $E f_{n} = 0$ . It is shown that the distribution of $(\sum_{i = 0}^{n} f_{i} \circ τ_{i} \circ . . . \circ τ_{0}) {(D (\sum_{i = 0}^{n} f_{i} \circ τ_{i} \circ . . . \circ τ_{0}))}^{- 1}$ tends to the normal distribution N(0,1) as n → ∞. 1985 Mathematics Subject Classification: 58F11, 60F05, 28D99.