How does a stochastic process evolve over time?

Oct 1, 2017 ... Convection processes have also been proposed to be represented through stochastic parameterizations (Christensen et al. 2015). Some climate ... General Information (Catalog listing). 01:640:478 Markov chains for discrete-time models, Poisson processes, Markov chains for continuous-time models, ... Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ... Mar 15, 2023 ... Abstract. Some mathematical models of informational signals and methods of the diagnostic system construction is considered. Different type of ... Apr 28, 2024 ... It is shown that Bayesian updates can be characterized as additional informational drift in the underlying asset's stochastic process. ... information in a random process and characterizing its asymptotic behavior. ... stochastic manner. The basic approach to proving positive coding theorems. processes. The essence of this approach consists of: an accumulation and evaluation of Marcovian stochastics via macro functional of the stochastic process; use ... While classical state-space reconstruction won't work on stochastic processes, such processes do have state-space representations [11], and, in the special ... ... Informational Sciences (PEIS), 3, 223-236. Sigman, K., (1990). One ... Independent Sampling of a Stochastic Process Stoch. Proc. Appls., 74, 151 ... May 22, 2020 ... ... process—the minimal amount of information required to ... If the considered time series is generated by a stochastic process of Markov ...