Representations and Classifications of Stochastic Processes
نویسندگان
چکیده
منابع مشابه
compactifications and representations of transformation semigroups
this thesis deals essentially (but not from all aspects) with the extension of the notion of semigroup compactification and the construction of a general theory of semitopological nonaffine (affine) transformation semigroup compactifications. it determines those compactification which are universal with respect to some algebric or topological properties. as an application of the theory, it is i...
15 صفحه اولStochastic Processes ( Fall 2014 ) Spectral representations and ergodic theorems for stationary stochastic processes Stationary stochastic processes
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 its mean function is constant and its covariance function is invariant under time shifts. That is, for all t ∈ T , E(...
متن کاملCyclic representations of the periodic Temperley Lieb algebra, complex Virasoro representations and stochastic processes
An N2 dimensional representation of the periodic Temperley-Lieb algebra TLL(x) is presented. It is also a representation of the cyclic group ZN . We choose x = 1 and define a Hamiltonian as a sum of the generators of the algebra acting in this representation. This Hamiltonian gives the time evolution operator of a stochastic process. In the finite-size scaling limit, the spectrum of the Hamilto...
متن کاملDecompositions of stochastic processes based on irreducible group representations
Let G be a topological compact group acting on some space Y . We study a decomposition of Y -indexed stochastic processes, based on the orthogonality relations between the characters of the irreducible representations of G. In the particular case of a Gaussian process with a G-invariant law, such a decomposition gives a very general explanation of a classic identity in law – between quadratic f...
متن کاملDistributed Relational State Representations for Complex Stochastic Processes (Extended Abstract)
Several promising variants of hidden Markov models (HMMs) have recently been developed to efficiently deal with large state and observation spaces and relational structure. Many application domains, however, have an apriori componential structure such as parts in musical scores. In this case, exact inference within relational HMMs still grows exponentially in the number of components. In this p...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Transactions of the American Mathematical Society
سال: 1974
ISSN: 0002-9947
DOI: 10.2307/1996773