What are characteristic functions?

Nov 30, 2020 ... It is initially unknown what the parameter process corresponds to biologically, hence the moniker 'hidden' state. Nevertheless, the information ... Oct 1, 2017 ... Convection processes have also been proposed to be represented through stochastic parameterizations (Christensen et al. 2015). Some climate ... Dec 19, 2024 ... Although Thermodynamics, Information Theory, Brownian motion and Stochastic Physical Process share commonalities in handling energy, information ... Sep 4, 2024 ... For definiteness, we consider a game where N players bet on the binary outcome of a stochastic process and share the entry fees pot if ... The dynamic features are governed by the information flow, modeled as a stochastic volatility process, and generalize standard ARCH specifications. In particular, if we partition a set of stochastic processes into groups whose sums must be forecast independently, then the statistical properties of each ... Jul 6, 2021 ... Asymmetric information may stem from, e.g., the observation of different stochastic processes or partial knowledge of the structure of the game ... A model is proposed which treats network traffic as a stochastic process with an infinite mean delay. Such a model can be used to explain the appearance of ... Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ... Jul 13, 2022 ... This paper proposes a novel model of sequential information design, namely the Markov persuasion processes (MPPs), in which a sender, with informational ...