How is Laplace transform used in the analysis of stochastic processes? What are generating functions?

Dec 19, 2024 ... Although Thermodynamics, Information Theory, Brownian motion and Stochastic Physical Process share commonalities in handling energy, information ... ), Arbitrage, Credit and Informational Risks, (pp. 53-86). Singapore: World ... Stochastic Processes and their Applications, 129(4), 1229-1258. [More ... Aug 28, 2020 ... ... process' informational content, but it does not address how this ... process (partly regular, partly stochastic), the golden mean process. ... stochastic processes or theoretical models. With the development of transfer ... In the bivariate case, information flow from process J to process I is ... May 23, 2022 ... Emergence and information in stochastic and deterministic processes. For systems composed of (or defined by) stochastic processes, emergence ... Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ... Mar 9, 2023 ... [44] for the general Markov process. This result also gives another link between information geometry in the space of path probability densities ... This paper describes a method for obtaining numerical information concerning the time-dependent behavior of stochastic processes such as those arising in ... Probability in the Engineering and Informational Sciences, vol. 12, 1998 ... BOOK: Stochastic-Process Limits, published by Springer in 2002 (602 pages). We studied how this growth process shapes the length distribution of informational polymers. Using stochastic simulations, we find that the process generally ...