What are stochastic bifurcations?

May 9, 2024 ... From a quantum information perspective, whenever a stochastic process can be exactly expressed as an ε-machine with a finite amount of ... independent doubly stochastic random times driven by a finite-state ... Investor information The process Z represents an abstract form of 'insider ... This paper develops a subordinated stochastic process model for asset prices, where the directing process is identified as information. Motivated by recent. Let ξ , η be two random functions (= stationary (generalized) Gaussian random processes). The Gelfand–Pinsker–Yaglom functional (Formula (2.58) from [10]) for ... ... Stochastic Processes and their Ap- plications, 74 (2) 195-201, 1998. 21 ... gineering and Informational Science, 18 (4) 493-502, 2004. 26. Zazanis ... Jul 30, 2018 ... Correlated stochastic process (colored noises) with f − k power spectrum (⁠ 0 < k ≤ 3 ⁠) is characterized by intermediate permutation entropy ... Nov 30, 2020 ... It is initially unknown what the parameter process corresponds to biologically, hence the moniker 'hidden' state. Nevertheless, the 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 ... Renewal processes are broadly used to model stochastic behavior consisting of isolated events separated by periods of quiescence, whose durations are ... Sep 9, 2021 ... In this tutorial we will investigate the stochastic process that is the building block of financial mathematics.