How can stochastic models analyze network traffic and performance? What are stochastic models of wireless communication systems?

Let ξ , η be two random functions (= stationary (generalized) Gaussian random processes). The Gelfand–Pinsker–Yaglom functional (Formula (2.58) from [10]) for ... Apr 15, 2025 ... ... stochastic process. We introduce an informational taxonomy to profile these correlations via a suite of multivariate information measures. Jul 1, 2007 ... ... stochastic process to the representative discrete stochastic function. ... The new original informational description of the process of ... ... information flow, modeled as a stochastic volatility process, and generalize standard autoregressive conditional heteroskedasticity specifications ... Jan 20, 2022 ... ... stochastic processes, and information dynamics approaches. Our analysis revealed novel relationships between these metrics, which allowed us ... ... stochastic processes, and information dynamics approaches. Our analysis revealed novel relationships between these metrics, which allowed us to build a ... an information process with stochastic volatility. JEL classification: G12 ... Informational Con0 tent of Implied Volatility, Review of Financial ... becomes surprisingly non-trivial (at least in continuous time). (More on these stochastic control aspects: Part I of the arXiv preprint: “On the informational ... Dec 19, 2024 ... Although Thermodynamics, Information Theory, Brownian motion and Stochastic Physical Process share commonalities in handling energy, information ... Apr 4, 2006 ... The dynamic features are governed by the information flow, modeled as a stochastic volatility process, and generalize standard ARCH ...