What are some common pitfalls in analyzing stochastic processes? How can the choice of model affect the conclusions drawn from the analysis?

... Random Bridge market information process. This is the first attempt to ... Stochastic Processes and Their Applications, 121, 856-884. https://doi.org ... While classical state-space reconstruction won't work on stochastic processes, such processes do have state-space representations [11], and, in the special ... their work to capture GARCH features in equilibrium prices, by directly incorporating stochastic volatility in the (short-lived) private information process.) ... ufacturing systems, information economics, stochastic processes and performance model- ing for capacity planning and pricing. Seidmann has consulted with ... May 13, 2023 ... Defended December 14th, 2022. i. Page 3. Rigorous Analysis of Markov Processes with Applications to Quantum Information. 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 ... process's informational properties: hµ, E, and T. Fortu- nately, there are ... stochastic process [19]. Specifically, given a DQG. M = {U, P(s)}, the ... Nov 11, 2016 ... We consider stochastic dynamics of interacting systems and , which are not necessarily Markov processes. We consider a discrete time k (=1, …, N) ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... independent doubly stochastic random times driven by a finite-state ... Investor information The process Z represents an abstract form of 'insider ...