Subordination of stationary processes

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Subordination to periodic processes and synchronization

We study the subordination to a process that is periodic in the natural time scale, and equivalent to a clock with N states. The rationale for this investigation is given by a set of many interacting clocks with N states. The natural time scale representation corresponds to the dynamics of an individual clock with no interaction with the other clocks of this set. We argue that the cooperation a...

متن کامل

Stationary Processes

Stationary processes are stochastic processes whose probabilistic structure is unaffected by shifts in time. According to the interpretation of the term “probabilistic structure”, one distinguishes weak sense stationary processes, where only the covariance structure is supposed to be invariant, and strict sense stationary processes, for which all finitedimensional distributions have to remain t...

متن کامل

Stationary processes

Definition 1 (Time Series). A time series is a sequence of observations ordered with respect to a time index t, taking values in an index set S. If the set S contains a finite or countable number of elements we speak of discrete-time time series and the generic observation is indicated with the symbol yt, while if S is a continuum we have a continuous-time time series, whose generic observation...

متن کامل

On optimal stationary couplings between stationary processes

By a classical result of Gray et al. (1975) the %̄ distance between stationary processes is identified with an optimal stationary coupling problem of the corresponding stationary measures on the infinite product spaces. This is a modification of the optimal coupling problem from Monge–Kantorovich theory. In this paper we derive some general classes of examples of optimal stationary couplings whi...

متن کامل

Completely Regular Stationary Processes

We are going to give necessary and suucient conditions for a multivariate stationary stochastic process to be completely regular. We also give the answer to a question of V.V. Peller concerning the spectral measure characterization of such processes .

متن کامل

ذخیره 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: Stochastic Processes and their Applications

سال: 1987

ISSN: 0304-4149

DOI: 10.1016/0304-4149(87)90112-8