Continuous-time stochastic process

Results: 59



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11Markov models / Martingale theory / Stochastic calculus / Markov chain / Markov property / Itō calculus / Martingale / Continuous-time Markov process / Wiener process / Statistics / Stochastic processes / Markov processes

Summary of Stochastic Processes Kui Tang May 2013 Based on Lawler’s Introduction to Stochastic Processes, second edition, and course slides from Prof. Hongzhong Zhang.

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Source URL: kui-tang.com

Language: English
12Stochastic processes / Markov chain / Continuous-time Markov process / Markov property / Hidden Markov model / Poisson process / Uniformization / Stochastic matrix / Discretization / Statistics / Markov processes / Markov models

Journal of Artificial Intelligence Research–778 Submitted 04/14; publishedTutorial on Structured Continuous-Time Markov Processes Christian R. Shelton

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Source URL: www.jair.org

Language: English - Date: 2014-12-23 19:06:41
13Stochastic processes / Noise / Econometrics / Spectral density / Stationary process / Autoregressive model / Time series / Autoregressive conditional heteroskedasticity / White noise / Statistics / Time series analysis / Signal processing

Testing for Discrete and Continuous Spectral Differences Barry Quinn Macquarie University, Statistics Department Building C5C, Macquarie University Sydney, NSW, 2109, Australia

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Source URL: stat.mq.edu.au

Language: English - Date: 2009-07-18 23:01:21
14Poisson processes / Point process / Cox process / Siméon Denis Poisson / Sinc function / Continuous-time Markov process / Statistics / Stochastic processes / Markov processes

Thinning spatial point processes into Poisson processes Jesper Møller1 and Frederic Paik Schoenberg2 1 Department of Mathematical Sciences, Aalborg University, Fredrik Bajers Vej 7G, DK-

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Source URL: people.math.aau.dk

Language: English - Date: 2008-12-24 03:52:28
15Markov models / Stochastic processes / Probability theory / Markov chain / Statistical models / Detailed balance / Random walk / Continuous-time Markov process / Independent and identically distributed random variables / Statistics / Markov processes / Probability and statistics

Note: a conjectured compactification of some finite reversible MCs There are two established theories which concern different aspects of the behavior of finite state Markov chains as the size of the state space increases

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Source URL: www.stat.berkeley.edu

Language: English - Date: 2012-09-05 17:28:51
16Markov models / Learning / Markov chain / Probability / Continuous-time Markov process / Homework / Conditional probability / Markov processes / Statistics / Education

STAT416/MATH416: Stochastic Modeling Spring 2015: Jan 12 - May 1 Instructor:   Jia Li 
417A Thomas Building, phone: , email: 
office hours: Mon 2:15pm-3:00pm, Wed 2:15-3:00pm, or by a

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Source URL: stat.psu.edu

Language: English - Date: 2015-04-20 09:36:15
17Covariance and correlation / Data analysis / Singular value decomposition / Matrices / Probability theory / Covariance / Principal component analysis / Martingale / Eigenvalues and eigenvectors / Statistics / Algebra / Mathematics

Statistical Inference and Learning- Ex-4 Jonathan Rosenblatt and Boaz Nadler due Feb. 15, 2015 Q1 A continuous time Martingale is a stochastic process defined as follows. Let X(t) be a sequence of random variables with a

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Source URL: www.wisdom.weizmann.ac.il

Language: English - Date: 2015-01-29 08:44:15
18Stochastic processes / Markov chain / Probability theory / Continuous-time Markov process / Ergodicity / Statistics / Markov processes / Markov models

Preliminary System Safety Analysis with Limited Markov Chain Generation P.-A. Brameret ∗ J.-M. Roussel ∗ A. Rauzy ∗∗ ∗ Lurpa, Ens de Cachan, 61 avenue du Pr´esident Wilson,

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Source URL: altarica.fr

Language: English - Date: 2013-09-13 10:59:47
19Control theory / Science / Operator theory / Systems science / Mathematical sciences / Matrix / Continuous-time Markov process / Dynamical system

Nonlinear Dynamics and Systems Theory, [removed]–137 Stochastic Mixed H2 H∞ Control of Time-Varying Delay Systems .

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Source URL: www.e-ndst.kiev.ua

Language: English - Date: 2013-02-07 10:25:20
20Markov models / Mathematics / Matrices / Stochastic processes / Markov chain / Stochastic matrix / Matrix / Continuous-time Markov process / Matrix theory / Statistics / Markov processes / Algebra

The InsTITuTe for sysTems research Isr TechnIcal rePorT[removed]Convergence results for the linear consensus problem under Markovian random graphs

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Source URL: drum.lib.umd.edu

Language: English - Date: 2014-05-21 09:51:00
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