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

...) treatment of measure theory, probability theory, and random processes, with an emphasis on general alphabets and on ergodic and stationary properties of random processes that might be neither ergodic nor stationary...

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

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

Book

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

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 sequences of random variables that are strongly...

Inequalities (Mathematics) | Markov processes | Central limit theorem | Asymptotic distribution (Probability theory) | Mathematics | Probability Theory and Stochastic Processes | Dynamical Systems and Ergodic Theory | Game Theory, Economics, Social and Behav. Sciences | Mathematics and Statistics | Asymptotic expansions | Stochastic processes

Inequalities (Mathematics) | Markov processes | Central limit theorem | Asymptotic distribution (Probability theory) | Mathematics | Probability Theory and Stochastic Processes | Dynamical Systems and Ergodic Theory | Game Theory, Economics, Social and Behav. Sciences | Mathematics and Statistics | Asymptotic expansions | Stochastic processes

Book

2014, De Gruyter studies in mathematics, ISBN 3110372746, Volume 61., xi, 313

Book

Annales Henri Poincaré, ISSN 1424-0661, 10/2014, 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 the effective or driven process...

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 | Physics, Multidisciplinary | Physical Sciences | Physics, Particles & Fields | Physics, Mathematical | Science & Technology | 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 | Physics, Multidisciplinary | Physical Sciences | Physics, Particles & Fields | Physics, Mathematical | Science & Technology | Markov processes

Journal Article

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

.... A concise account of Markov process theory is followed by a complete development of the fundamental issues and formalisms in control of diffusions...

Ergodic theory | Diffusion processes

Ergodic theory | Diffusion processes

Book

7.
Full Text
Population splitting, trapping, and non-ergodicity in heterogeneous diffusion processes

Physical chemistry chemical physics : PCCP, ISSN 1463-9084, 2013, Volume 15, Issue 46, pp. 20220 - 2235

We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion...

Physical Sciences | Chemistry | Physics, Atomic, Molecular & Chemical | Chemistry, Physical | Physics | Science & Technology | Trapping | Splitting | Population (statistical) | Diffusion | Diffusion coefficient | Density | Diffusivity | Ergodic processes

Physical Sciences | Chemistry | Physics, Atomic, Molecular & Chemical | Chemistry, Physical | Physics | Science & Technology | Trapping | Splitting | Population (statistical) | Diffusion | Diffusion coefficient | Density | Diffusivity | Ergodic processes

Journal Article

Regular & chaotic dynamics, ISSN 1560-3547, 1996

Journal

2020, ISBN 9783030484071, 372

eBook

UNITEXT for Physics, ISBN 9783030484071

eBook

Proceedings of the National Academy of Sciences - PNAS, ISSN 1091-6490, 04/2011, Volume 108, Issue 16, pp. 6438 - 6443

.... We show that an ergodic and a nonergodic process coexist in the plasma membrane. The ergodic process resembles a fractal structure with its origin in macromolecular crowding in the cell membrane...

Ergodic theory | Microfilaments | Imaging | Random walk | Actins | Lipids | Fractals | Cell membranes | Trajectories | Plasma diffusion | Science & Technology - Other Topics | Multidisciplinary Sciences | Science & Technology | Shab Potassium Channels - metabolism | Humans | Actins - metabolism | HEK293 Cells | Cytoskeleton - metabolism | Protein Transport - physiology | Signal Transduction - physiology | Cell Membrane - metabolism | Molecular Dynamics Simulation | Physiological aspects | Research | Membranes (Biology) | Computational biology | Proteins | Studies | Molecules | Signal transduction | Membranes | Cytoskeleton | Potassium | Binding sites | Cells | Index Medicus | Brownian motion | Biological Sciences | Physical Sciences | anomalous subdiffusion | single-particle tracking | continuous time random walk

Ergodic theory | Microfilaments | Imaging | Random walk | Actins | Lipids | Fractals | Cell membranes | Trajectories | Plasma diffusion | Science & Technology - Other Topics | Multidisciplinary Sciences | Science & Technology | Shab Potassium Channels - metabolism | Humans | Actins - metabolism | HEK293 Cells | Cytoskeleton - metabolism | Protein Transport - physiology | Signal Transduction - physiology | Cell Membrane - metabolism | Molecular Dynamics Simulation | Physiological aspects | Research | Membranes (Biology) | Computational biology | Proteins | Studies | Molecules | Signal transduction | Membranes | Cytoskeleton | Potassium | Binding sites | Cells | Index Medicus | Brownian motion | Biological Sciences | Physical Sciences | anomalous subdiffusion | single-particle tracking | continuous time random walk

Journal Article

Stochastic processes and their applications, ISSN 0304-4149, 06/2020, Volume 130, Issue 6, pp. 3445 - 3476

We investigate some asymptotic properties of general Markov processes conditioned not to be absorbed by the moving boundaries...

One-dimensional diffusion processes | [formula omitted]-process | Quasi-limiting distribution | Moving boundaries | Quasi-ergodic distribution | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Probability

One-dimensional diffusion processes | [formula omitted]-process | Quasi-limiting distribution | Moving boundaries | Quasi-ergodic distribution | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Probability

Journal Article

Journal of the Royal Statistical Society. Series B, Statistical methodology, ISSN 1369-7412, 11/2013, Volume 75, Issue 5, pp. 791 - 819

Max-stable processes have proved to be useful for the statistical modelling of spatial extremes...

Ergodic theory | Time dependence | Central limit theorem | Spacetime | Logical givens | Mathematical independent variables | Mathematical vectors | Mathematical functions | Coefficients | Consistent estimators | Pairwise likelihood estimation | Strong consistency | Asymptotic normality | Max‐stable space–time process | Max-stable space-time process | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Studies | Models | Statistical analysis | Estimating techniques | Normal distribution | Asymptotic properties | Consistency | Inference | Mathematical models | Gaussian | Representations | Estimates | Density

Ergodic theory | Time dependence | Central limit theorem | Spacetime | Logical givens | Mathematical independent variables | Mathematical vectors | Mathematical functions | Coefficients | Consistent estimators | Pairwise likelihood estimation | Strong consistency | Asymptotic normality | Max‐stable space–time process | Max-stable space-time process | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Studies | Models | Statistical analysis | Estimating techniques | Normal distribution | Asymptotic properties | Consistency | Inference | Mathematical models | Gaussian | Representations | Estimates | Density

Journal Article

The Annals of statistics, ISSN 0090-5364, 6/2006, Volume 34, Issue 3, pp. 1075 - 1114

...(∞) models with time-varying coefficients. For fixed time points, a stationary approximation is given leading to the notation "locally stationary ARCH(∞) process...

Ergodic theory | Economic models | Approximation | Stochastic processes | Topics in Time Series | Stationary processes | Inference | Random variables | Parametric models | Estimators | Ergodic processes | Quasi-likelihood estimates | Locally stationary | Time-varying ARCH process | Derivative process | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Studies | Mathematical models | Statistical analysis | Estimating techniques | 62M10 | quasi-likelihood estimates | locally stationary | 62F10 | time-varying ARCH process

Ergodic theory | Economic models | Approximation | Stochastic processes | Topics in Time Series | Stationary processes | Inference | Random variables | Parametric models | Estimators | Ergodic processes | Quasi-likelihood estimates | Locally stationary | Time-varying ARCH process | Derivative process | Statistics & Probability | Physical Sciences | Mathematics | Science & Technology | Studies | Mathematical models | Statistical analysis | Estimating techniques | 62M10 | quasi-likelihood estimates | locally stationary | 62F10 | time-varying ARCH process

Journal Article

Soft matter, ISSN 1744-683X, 2/2014, Volume 1, Issue 1, pp. 1591 - 161

.... For this heterogeneous diffusion process (HDP) we analyse the mean squared displacement (MSD) of the tracer particles, the time averaged MSD, the spatial probability density function, and the first passage time dynamics from the cell boundary to the nucleus...

Physical Sciences | Chemistry | Materials Science | Technology | Materials Science, Multidisciplinary | Physics, Multidisciplinary | Polymer Science | Chemistry, Physical | Physics | Science & Technology | Mathematical analysis | Biological | Two dimensional | Diffusion | Beads | Tracer particles | Diffusivity | Ergodic processes | Physics - Statistical Mechanics

Physical Sciences | Chemistry | Materials Science | Technology | Materials Science, Multidisciplinary | Physics, Multidisciplinary | Polymer Science | Chemistry, Physical | Physics | Science & Technology | Mathematical analysis | Biological | Two dimensional | Diffusion | Beads | Tracer particles | Diffusivity | Ergodic processes | Physics - Statistical Mechanics

Journal Article