2013, Mathematical surveys and monographs, ISBN 9781470410490, Volume no. 194., xvi, 189

Book

2009, 2nd ed., ISBN 1441910891, xxxv, 322

This book has a long history. It began over two decades ago as the first half of a book on information and ergodic theory. The intent was and remains to...

Measure theory | Stochastic processes | Probabilities | Mathematics | Engineering | Communications Engineering, Networks | Coding and Information Theory | Dynamical Systems and Ergodic Theory | Signal, Image and Speech Processing

Measure theory | Stochastic processes | Probabilities | Mathematics | Engineering | Communications Engineering, Networks | Coding and Information Theory | Dynamical Systems and Ergodic Theory | Signal, Image and Speech Processing

Book

2017, Probability theory and stochastic modelling, ISBN 3662543222, Volume 80, xviii, 204 pages

Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for...

Inequalities (Mathematics) | Markov processes | Central limit theorem | Asymptotic distribution (Probability theory) | Mathematics | Asymptotic expansions | Stochastic processes

Inequalities (Mathematics) | Markov processes | Central limit theorem | Asymptotic distribution (Probability theory) | Mathematics | Asymptotic expansions | Stochastic processes

Book

2012, Encyclopedia of mathematics and its applications, ISBN 0521768403, Volume 143., xvi, 323

This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is...

Ergodic theory | Diffusion processes

Ergodic theory | Diffusion processes

Book

2014, 2nd ed. 2014., Graduate Texts in Mathematics, ISBN 3642405223, Volume 230

This book provides a rigorous but elementary introduction to the theory of Markov Processes on a countable state space. It should be accessible to students...

Ergodic theory | Dynamics | Mathematics | Probabilities

Ergodic theory | Dynamics | Mathematics | Probabilities

Web Resource

2015, 1st ed. 2015., Lecture Notes in Mathematics, ISBN 9783319228372, Volume 2133

Covering both classical and quantum approaches, this unique and self-contained book presents the most recent developments in the theory of quadratic stochastic...

Ergodic theory | Dynamics | Mathematics | Functional analysis | Operator theory | Probabilities

Ergodic theory | Dynamics | Mathematics | Functional analysis | Operator theory | Probabilities

Web Resource

2015, 1st ed. 2015., Lecture Notes in Mathematics, ISBN 9783319228372, Volume 2133

Covering both classical and quantum approaches, this unique and self-contained book presents the most recent developments in the theory of quadratic stochastic...

Ergodic theory | Dynamics | Mathematics | Functional analysis | Operator theory | Probabilities

Ergodic theory | Dynamics | Mathematics | Functional analysis | Operator theory | Probabilities

Web Resource

2017, Probability Theory and Stochastic Modelling, ISBN 3662543222, Volume 80

Presenting tools to aid understanding of asymptotic theory and weakly dependent processes, this book is devoted to inequalities and limit theorems for...

Ergodic theory | Dynamics | Mathematics | Game theory | Probabilities

Ergodic theory | Dynamics | Mathematics | Game theory | Probabilities

Web Resource

2012, Encyclopedia of mathematics and its applications, ISBN 9780521768405, Volume 143

"This comprehensive volume on ergodic control for diffusions highlights intuition alongside technical arguments. A concise account of Markov process theory is...

Ergodic theory | Diffusion processes

Ergodic theory | Diffusion processes

Web Resource

IEEE Transactions on Information Theory, ISSN 0018-9448, 06/2002, Volume 48, Issue 6, pp. 1518 - 1569

An overview of statistical and information-theoretic aspects of hidden Markov processes (HMPs) is presented. An HMP is a discrete-time finite-state homogeneous...

Maximum likelihood estimation | Reviews | Hidden Markov models | Discrete time systems | Encoding | Entropy | Memoryless systems | Decoding | Statistics | State estimation | Autoregressive processes | Identifiability | Ziv inequality | Kalman filter | Order estimation | Baum-Petrie algorithm | Entropy ergodic theorems | Switching autoregressive processes | Maximum-likelihood (ML) estimation | Recursive parameter estimation | Finite-state channels | MAXIMUM-LIKELIHOOD-ESTIMATION | FREQUENCY LINE TRACKING | maximum-likelihood (ML) estimation | switching autoregressive processes | entropy ergodic theorems | LEIBLER INFORMATION MEASURE | COMPUTER SCIENCE, INFORMATION SYSTEMS | CONVOLUTIONAL CODED SIGNALS | order estimation | MODULATED POISSON PROCESSES | UNIVERSAL DATA-COMPRESSION | finite-state channels | ENGINEERING, ELECTRICAL & ELECTRONIC | CONTINUOUS SPEECH RECOGNITION | hidden Markov models | recursive parameter estimation | EMPIRICALLY OBSERVED STATISTICS | FINITE-DIMENSIONAL FILTERS | identifiability | ASYMPTOTICALLY MEAN STATIONARY | Markov processes | Analysis | Entropy (Information theory) | Models | Algorithms | Information | Theory | Asymptotic properties | Estimating | Density | Channels | Ergodic processes

Maximum likelihood estimation | Reviews | Hidden Markov models | Discrete time systems | Encoding | Entropy | Memoryless systems | Decoding | Statistics | State estimation | Autoregressive processes | Identifiability | Ziv inequality | Kalman filter | Order estimation | Baum-Petrie algorithm | Entropy ergodic theorems | Switching autoregressive processes | Maximum-likelihood (ML) estimation | Recursive parameter estimation | Finite-state channels | MAXIMUM-LIKELIHOOD-ESTIMATION | FREQUENCY LINE TRACKING | maximum-likelihood (ML) estimation | switching autoregressive processes | entropy ergodic theorems | LEIBLER INFORMATION MEASURE | COMPUTER SCIENCE, INFORMATION SYSTEMS | CONVOLUTIONAL CODED SIGNALS | order estimation | MODULATED POISSON PROCESSES | UNIVERSAL DATA-COMPRESSION | finite-state channels | ENGINEERING, ELECTRICAL & ELECTRONIC | CONTINUOUS SPEECH RECOGNITION | hidden Markov models | recursive parameter estimation | EMPIRICALLY OBSERVED STATISTICS | FINITE-DIMENSIONAL FILTERS | identifiability | ASYMPTOTICALLY MEAN STATIONARY | Markov processes | Analysis | Entropy (Information theory) | Models | Algorithms | Information | Theory | Asymptotic properties | Estimating | Density | Channels | Ergodic processes

Journal Article

2016, Springer Series in Operations Research and Financial Engineering, ISBN 9783319455747

This monograph is a gateway for researchers and graduate students to explore the profound, yet subtle, world of long-range dependence (also known as long...

Ergodic theory | Measure theory | Dynamics | Mathematics | Probabilities

Ergodic theory | Measure theory | Dynamics | Mathematics | Probabilities

Web Resource

IEEE Transactions on Automatic Control, ISSN 0018-9286, 01/2010, Volume 55, Issue 1, pp. 225 - 230

In this technical note, we provide a necessary and sufficient condition for convergence of consensus algorithms when the underlying graphs of the network are...

Linear systems | Costs | random graph | Delay systems | Linear algebra | Consensus algorithm | Automatic control | Delay lines | ergodic stationary process | Polynomials | Modules (abstract algebra) | Arithmetic | Ergodic stationary process | Random graph | COORDINATION | RANDOM NETWORKS | AUTOMATION & CONTROL SYSTEMS | ENGINEERING, ELECTRICAL & ELECTRONIC | Information networks | Ergodic theory | Usage | Analysis | Computer networks | Graph theory | Design and construction | Computer network protocols | Trees | Networks | Algorithms | Graphs | Random processes | Convergence | Ergodic processes

Linear systems | Costs | random graph | Delay systems | Linear algebra | Consensus algorithm | Automatic control | Delay lines | ergodic stationary process | Polynomials | Modules (abstract algebra) | Arithmetic | Ergodic stationary process | Random graph | COORDINATION | RANDOM NETWORKS | AUTOMATION & CONTROL SYSTEMS | ENGINEERING, ELECTRICAL & ELECTRONIC | Information networks | Ergodic theory | Usage | Analysis | Computer networks | Graph theory | Design and construction | Computer network protocols | Trees | Networks | Algorithms | Graphs | Random processes | Convergence | Ergodic processes

Journal Article

2017, SpringerBriefs in Probability and Mathematical Statistics, ISBN 9783319623306

This book provides a self-contained presentation on the structure of a large class of stable processes, known as self-similar mixed moving averages. The...

Ergodic theory | Dynamics | Mathematics | Probabilities

Ergodic theory | Dynamics | Mathematics | Probabilities

Web Resource

2004, Springer series in statistics, ISBN 1852337591, xiii, 481

Book

Journal of the Korean Statistical Society, ISSN 1226-3192, 09/2016, Volume 45, Issue 3, pp. 329 - 341

The statistical analysis for equations driven by fractional Gaussian process (fGp) is relatively recent. The development of stochastic calculus with respect to...

Parameter estimation | Non-ergodic Gaussian Ornstein–Uhlenbeck process | Non-ergodic Gaussian Ornstein-Uhlenbeck process | STATISTICS & PROBABILITY | Brownian motion | Models | Analysis | Gaussian processes | Least squares

Parameter estimation | Non-ergodic Gaussian Ornstein–Uhlenbeck process | Non-ergodic Gaussian Ornstein-Uhlenbeck process | STATISTICS & PROBABILITY | Brownian motion | Models | Analysis | Gaussian processes | Least squares

Journal Article

Econometric Theory, ISSN 0266-4666, 2/2009, Volume 25, Issue 1, pp. 43 - 62

The probabilistic properties of Markov-switching autoregressive moving average (ARMA) processes with a general state space parameter chain are analyzed....

Ergodic theory | Economic models | Time series models | Mathematical theorems | Autoregressive models | Autoregressive moving average | Markov chains | Random variables | Coefficients | Causality | STABILITY | REGIME | TIME-SERIES | AUTOREGRESSIVE MODELS | SYSTEMS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | EQUATION | Studies | Markov analysis | Regression analysis | Econometrics

Ergodic theory | Economic models | Time series models | Mathematical theorems | Autoregressive models | Autoregressive moving average | Markov chains | Random variables | Coefficients | Causality | STABILITY | REGIME | TIME-SERIES | AUTOREGRESSIVE MODELS | SYSTEMS | SOCIAL SCIENCES, MATHEMATICAL METHODS | ECONOMICS | EQUATION | Studies | Markov analysis | Regression analysis | Econometrics

Journal Article

Extremes, ISSN 1386-1999, 6/2015, Volume 18, Issue 2, pp. 241 - 271

The tail correlation function (TCF) is a popular bivariate extremal dependence measure to summarize data in the domain of attraction of a max-stable process....

Brown-Resnick | Primary–60G70 | Mixed moving maxima | Poisson storm | Civil Engineering | Secondary–60G60 | Statistics, general | Statistics | Hydrogeology | Turning bands | Statistics for Business/Economics/Mathematical Finance/Insurance | Quality Control, Reliability, Safety and Risk | Stationary truncation | Tail dependence | Extremal coefficient | Environmental Management | POSITIVE-DEFINITE FUNCTIONS | STATISTICS | MULTIVARIATE | STATISTICS & PROBABILITY | MONOTONE-FUNCTIONS | DEPENDENCE | DISTRIBUTIONS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SPATIAL EXTREMES | ISOTROPIC CORRELATION-FUNCTIONS | COVARIANCE FUNCTIONS | ERGODIC PROPERTIES | Computer science | Analysis | Studies | Poisson distribution

Brown-Resnick | Primary–60G70 | Mixed moving maxima | Poisson storm | Civil Engineering | Secondary–60G60 | Statistics, general | Statistics | Hydrogeology | Turning bands | Statistics for Business/Economics/Mathematical Finance/Insurance | Quality Control, Reliability, Safety and Risk | Stationary truncation | Tail dependence | Extremal coefficient | Environmental Management | POSITIVE-DEFINITE FUNCTIONS | STATISTICS | MULTIVARIATE | STATISTICS & PROBABILITY | MONOTONE-FUNCTIONS | DEPENDENCE | DISTRIBUTIONS | MATHEMATICS, INTERDISCIPLINARY APPLICATIONS | SPATIAL EXTREMES | ISOTROPIC CORRELATION-FUNCTIONS | COVARIANCE FUNCTIONS | ERGODIC PROPERTIES | Computer science | Analysis | Studies | Poisson distribution

Journal Article

Annales Henri Poincaré, ISSN 1424-0637, 9/2015, Volume 16, Issue 9, pp. 2005 - 2057

We consider the problem of conditioning a Markov process on a rare event and of representing this conditioned process by a conditioning-free process, called...

Conditioned Process | Mathematical Methods in Physics | Theoretical, Mathematical and Computational Physics | Markov Process | Large Deviation Principle | Quantum Physics | Dynamical Systems and Ergodic Theory | Classical and Quantum Gravitation, Relativity Theory | Canonical Ensemble | Jump Process | Physics | Elementary Particles, Quantum Field Theory | BROWNIAN-MOTION | STATISTICAL-MECHANICS | STEADY-STATES | PHYSICS, MULTIDISCIPLINARY | DIFFERENTIAL-EQUATIONS | PHYSICS, MATHEMATICAL | STOCHASTIC-CONTROL | GAUSSIAN BRIDGES | FREE-ENERGY DIFFERENCES | DYNAMICAL ENSEMBLES | CONTINUOUS-TIME | FLUCTUATION-DISSIPATION THEOREM | PHYSICS, PARTICLES & FIELDS | Markov processes

Conditioned Process | Mathematical Methods in Physics | Theoretical, Mathematical and Computational Physics | Markov Process | Large Deviation Principle | Quantum Physics | Dynamical Systems and Ergodic Theory | Classical and Quantum Gravitation, Relativity Theory | Canonical Ensemble | Jump Process | Physics | Elementary Particles, Quantum Field Theory | BROWNIAN-MOTION | STATISTICAL-MECHANICS | STEADY-STATES | PHYSICS, MULTIDISCIPLINARY | DIFFERENTIAL-EQUATIONS | PHYSICS, MATHEMATICAL | STOCHASTIC-CONTROL | GAUSSIAN BRIDGES | FREE-ENERGY DIFFERENCES | DYNAMICAL ENSEMBLES | CONTINUOUS-TIME | FLUCTUATION-DISSIPATION THEOREM | PHYSICS, PARTICLES & FIELDS | Markov processes

Journal Article

New Journal of Physics, ISSN 1367-2630, 08/2013, Volume 15, Issue 8, pp. 83039 - 13

We demonstrate the non-ergodicity of a simple Markovian stochastic process with space-dependent diffusion coefficient D(x). For power-law forms D(x) similar or...

CELLS | FRACTIONAL DYNAMICS APPROACH | INTRACELLULAR-TRANSPORT | PHYSICS, MULTIDISCIPLINARY | RANDOM-WALK | MOVEMENT | MEDIA | SCALING LAWS | Deltas | Brackets | Breaking | Statistical distributions | Lag time | Diffusion | Displacement | Ergodic processes

CELLS | FRACTIONAL DYNAMICS APPROACH | INTRACELLULAR-TRANSPORT | PHYSICS, MULTIDISCIPLINARY | RANDOM-WALK | MOVEMENT | MEDIA | SCALING LAWS | Deltas | Brackets | Breaking | Statistical distributions | Lag time | Diffusion | Displacement | Ergodic processes

Journal Article

1998, Wiley series in probability and statistics, ISBN 9780471979135, xxiii, 585

Book

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