How are characteristic functions used in the study of stochastic processes?

Probability in the Informational and Engineering Sciences ... Stochastics: An International Journal of Probability and Stochastic Processes (formerly Stochastics ... Mar 22, 2011 ... ... stochastic process is present in commodity prices. In addition, we build a dynamic stochastic general equilibrium model with informational ... While classical state-space reconstruction won't work on stochastic processes, such processes do have state-space representations [11], and, in the special ... processes. The essence of this approach consists of: an accumulation and evaluation of Marcovian stochastics via macro functional of the stochastic process; use ... Next, in Section 3, we model the HVAC problem as a Partially Observable Markov Decision Process (POMDP) with environment dependency. Section 4 shows that the ... Probability in the Engineering and Informational Sciences, vol. 12, 1998 ... BOOK: Stochastic-Process Limits, published by Springer in 2002 (602 pages). Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ... The stochastic properties of this process determine long-run learning dynamics. The challenge in establishing convergence results for <λt> stems from the ... stochastic process. Mutual information based distance measure can thus be used to compare texts written by different authors or to build phylogenies of ... May 23, 2022 ... Emergence and information in stochastic and deterministic processes. For systems composed of (or defined by) stochastic processes, emergence ...