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searching for Continuous-time stochastic process 8 found (23 total)

alternate case: continuous-time stochastic process

Burst noise (445 words) [view diff] exact match in snippet view article find links to article

mathematically by means of the telegraph process, a Markovian continuous-time stochastic process that jumps discontinuously between two distinct values. Atomic

Process (671 words) [view diff] exact match in snippet view article find links to article

as opposed to a deterministic process Wiener process, a continuous-time stochastic process Process calculus, a diverse family of related approaches for

Compound Poisson distribution (2,306 words) [view diff] exact match in snippet view article find links to article

{\displaystyle \lambda >0} and jump size distribution G is a continuous-time stochastic process { Y ( t ) : t ≥ 0 } {\displaystyle \{\,Y(t):t\geq 0\,\}} given

Autoregressive fractionally integrated moving average (1,253 words) [view diff] exact match in snippet view article find links to article

integration and differentiation Fractional Brownian motion — a continuous-time stochastic process with a similar basis Long-range dependency Granger, C. W.

Deepak Dhar (1,721 words) [view diff] exact match in snippet view article find links to article

A computer-simulated realization of a Wiener or Brownian motion process (a continuous-time stochastic process) on the surface of a sphere

Run-and-tumble motion (3,209 words) [view diff] exact match in snippet view article find links to article

a dissipative environment Telegraph process – Memoryless continuous-time stochastic process that shows two distinct values Berg 2004. Cates & Tailleur

Brownian motion (7,071 words) [view diff] exact match in snippet view article find links to article

mathematics, Brownian motion is described by the Wiener process, a continuous-time stochastic process named in honor of Norbert Wiener. It is one of the best known

Functional data analysis (6,666 words) [view diff] no match in snippet view article find links to article

1950s. They considered the decomposition of square-integrable continuous time stochastic process into eigencomponents, now known as the Karhunen-Loève decomposition